An inflation-linked derivative where the inflation rate is either paid on an annual basis or with a single amount at...
An inflation-indexed derivative where the inflation rate is either paid on an annual basis or with a single amount at...
The difference between the yield-to-maturity of a bond and the par swap rate to the maturity of the bond: Matched...
The rate which renders a swap value equal to zero. That is, the value of the fixed rate which gives...
The difference between the yield-to-maturity of a bond and the par swap rate to the maturity of the bond: YY...
An asset swap that involves the exchange of a swap rate for a bond yield. The yield/ yield spread is...
An asset swap that involves the exchange of a swap rate for a bond yield. The yield/ yield spread is...
A swap whose maturity matches that of another instrument. This arises when an investor tries to synthetically hedge a bond/...
A swap in which one leg is covered by an underlying bond or note with identical, but offsetting, terms and...
A swap which is based on two floating rates of the same currency but with different tenors (e.g., a 6-month...