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  • The Financial Encyclopedia
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Bucket DV01

The dollar value of a basis point for a swap dealer's entire bucket cash flow. A cash flow bucket typically...

    TWAP Algo

    It stands for time-weighted average price algo; an algorithm (algo) that allows users of electronic trading to execute orders based...

      TWAP Algorithm

      It stands for time-weighted average price algorithm; an algorithm that allows users of electronic trading to execute orders based on...

        Time-Weighted Average Price Algorithm

        An algorithm that allows users of electronic trading to execute orders based on a constant participation rate through the period...