One of the two legs of a tranche (vanilla tranche/ plain vanilla tranche), with the other one being a tranche...
One of the two legs of a tranche (vanilla tranche/ plain vanilla tranche), with the other one being a tranche...
A type of SOFR (secured overnight financing rate) that calculate the compounded average of SOFR over a specific (usually customized)...
A type of SOFR (secured overnight financing rate) that represents an average of the daily overnight SOFR rate over 30-,...
The difference in basis points (BPS) that exists between two positions or rates (yields) or premiums, etc. For example, the...
A method for calculation of SOFR (secured overnight financing rate)- a type of daily SOFR- that represents a daily weighted...
Any attempts by bankers or financiers (among other major players in the market) to manipulate the benchmark rate of interest...
A method for calculation of SOFR (secured overnight financing rate)- a type of daily SOFR- that represents a daily weighted...
A type of daily simple SOFR (simple daily SOFR) that represents the simple (not compounded) rate accruing during the interest...
A type of daily simple SOFR (simple daily SOFR) that represents the simple (not compounded) rate accruing during the interest...