The present value of a basis point (PVBP or PV01) of a swap is the change in its value due...
The present value of a basis point (PV01) of a swap is the change in its value due to a...
A currency swap whereby a rate observed in one currency is applied to a principal amount denominated in another currency....
An interest rate swap that allows a floating rate borrower to transform a floating-rate liability into a fixed-rate obligation or...
A swap that allows investors to change the nature of their liabilities. It involves the exchange of payments on one...
A currency swap whereby a rate observed in one currency is applied to a principal amount denominated in another currency....
A swap in which an extension option is embedded. This means, one party (typically the fixed-rate payer) has the option...
A swap in which an extension option is embedded. This means, one party (typically the fixed-rate payer) has the option...
It stands for constant maturity treasury swap. A yield curve swap in which one leg is referenced to constant maturity...
A convertible holder indirectly owns a specific number of shares (for which the convertible bond will be exchanged eventually), but...