How Does the Concept of ‘Interest Rate Parity’ Relate to Derivatives?

Interest rate parity (IRP) is a theory that states the difference between the spot exchange rate and the forward exchange rate between two currencies should equal the difference between their interest rates. This concept extends to crypto derivatives, where the difference between the spot price of a token and its futures price is often determined by the cost of carry, which includes the risk-free interest rate and any borrowing/lending costs.

Any deviation from IRP creates a risk-free arbitrage opportunity.

What Is the Primary Difference in Margin Calls between a Traditional Futures Contract and a Perpetual Swap?
What Is the ‘Put-Call Parity’ Theorem in Options Pricing?
How Does the Concept of ‘Cost of Carry’ Affect the Pricing of Long-Term Crypto Options?
How Does the Interest Rate Affect the Cost of Carry for Futures Contracts?
How Do Arbitrageurs Exploit Price Differences between the Spot and Physically-Settled Futures Markets?
How Does the ‘Cash-and-Carry’ Arbitrage Strategy Link the Spot and Futures Markets?
What Is the Relationship between Basis and the ‘Cost of Carry’?
If Put-Call Parity Is Violated, What Arbitrage Strategy Could a Trader Employ?

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