4.2 Types of rates Treasury rates(国债利率)- regarded as risk-free rates LIBOR rates(London Interbank Offer ate)(伦敦银行同业放款利率) generally higher than Treasury zero rates Repo rates(回购利率) -slightly higher than the Treasury rates Options, Futures, and Other Derivatives, 4th edition@ 2000 by John C. Hull Tang Yincai, C 2003, Shanghai Normal University4.2 Options, Futures, and Other Derivatives, 4th edition © 2000 by John C. Hull Tang Yincai, © 2003, Shanghai Normal University Types of Rates • Treasury rates(国债利率)—regarded as risk-free rates • LIBOR rates (London Interbank Offer rate) (伦敦银行同业放款利率)–generally higher than Treasury zero rates • Repo rates (回购利率)—slightly higher than the Treasury rates