Editing Interest rate derivative (section)

==Further reading==
*{{cite book | title = Pricing and Trading Interest Rate Derivatives | author = J H M Darbyshire | year = 2017 | edition = 2nd ed. 2017 | url = http://www.tradinginterestrates.com | isbn = 978-0995455528 | publisher = Aitch and Dee Ltd.}}
*{{cite book | title = Interest Rate Modeling in Three Volumes | author = Leif B.G. Andersen, Vladimir V. Piterbarg | year = 2010 | edition = 1st ed. 2010 | url = http://www.andersen-piterbarg-book.com | isbn = 978-0-9844221-0-4 | publisher = Atlantic Financial Press | url-status = dead | archive-url = https://web.archive.org/web/20110208161936/http://andersen-piterbarg-book.com/ | archive-date = 8 February 2011 }}
*{{cite book | title = Interest Rate Models – Theory and Practice with Smile, Inflation and Credit| author = Damiano Brigo, Fabio Mercurio | publisher = Springer Verlag | year = 2001 | edition = 2nd ed. 2006 | isbn = 978-3-540-22149-4}}
*John C. Hull (2005) ''Options, Futures and Other Derivatives'', Sixth Edition. Prentice Hall. {{ISBN|0-13-149908-4}}
* John F. Marhsall (2000). ''Dictionary of Financial Engineering''. Wiley. {{ISBN|0-471-24291-8}}