The spread that results from power minus coal and carbon costs. That is this spread captures the profit realized by...
The full price of a bond. It is calculated by adding accrued interest and any commissions or fees to the...
The dollar value of one basis point (DV01) is the derivative of price with respect to yield: This tool reflects...
The dollar duration is the derivative of price with respect to yield: This tool reflects the dollar (rather than the...
The dollar duration of an interest rate swap is the difference between the dollar duration of the two bond positions...
A variant of swing option which provides more flexibility in terms of contractual features for purposes of interest rate risk...
A TED spread that is derived by using stub LIBOR and Eurodollar futures rates to figure out the par coupon...
A correlation measure that reflects the level of linear relationship between two assets or more within a specific period of...
A credit default swap (CDS) that is traded in multiple currencies, i.e., protection, in case of default, is paid by...
A yield curve for zero-coupon notes that is implied from the ordinary yield curve. It is used to calculate payments...