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Value date

From Wikipedia, the free encyclopedia

In finance, value date is the date when the value of an asset that fluctuates in price is determined.[1] The value date is used when there is a possibility for discrepancies due to differences in the timing of asset valuation. It usually applies to forward currency contracts, options and other derivatives, interest payable or receivable.

The value date can also mean:

See also

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References

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  1. ^ Kienitz, Jörg (2014), "Rates", Interest Rate Derivatives Explained, London: Palgrave Macmillan UK, pp. 24–34, ISBN 978-1-137-36006-9, retrieved 2024-04-24