A graph that plots the relationship between yield to maturity (YTM) and maturity for a set of similar bonds (or...
It stands for step-up recovery floating-rate note; a floating-rate note (floater or FRN) that typically pays 50% of a Constant-...
A floating-rate note/ floater (FRN) that typically pays 50% of a Constant- Maturity Treasury (CMS) rate plus a specific spread...
A floating-rate note/ floater (FRN) that typically pays 50% of a Constant- Maturity Treasury (CMS) rate plus a specific spread...
A repurchase agreement (repo) which has no specific repurchase date. In other words, the term of an open repurchase agreement...
A repurchase agreement (repo) which has no specific repurchase date. In other words, the term of an open RP is...
A repurchase agreement (repo) which has no specific repurchase date. In other words, the term of an open repo is...
It stands for borrower arbitrage; a type of one-way arbitrage which capitalizes on violations to the law of one price...
A type of one-way arbitrage which capitalizes on violations to the law of one price (LOP) for borrowing rate (ask)....
It stands for owner arbitrage; a type of one-way arbitrage which capitalizes on violations to the law of one price...