A floating rate note that is embedded with caps or collars (caps and floors) so that the floating rate movement…

A structured note (and a type of range accumulation notes) that allows investors to particularly capitalize on their ability to…

The price value of a basis point of a bond is a measure of the bond price volatility to interest…

A basis point (bps) is 0.01 percentage point and equals $1,000 annually on a contract protecting $10 million of debt...

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...

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...

The dollar amount by which the market value of a $100 par bond would change following a change of one...

It stands for basis point value; a tool that is used to measure interest rate risk, especially that associated with...