The difference in basis points (BPS) that exists between two positions or rates (yields) or premiums, etc. For example, the...
A basis point (bps) is 0.01 percentage point and equals $1,000 annually on a contract protecting $10 million of debt...
The return which is earned by an actively managed portfolio in excess and over an average market return (benchmark). Active…
A basis point (bps) is 0.01 percentage point and equals $1,000 annually on a contract protecting $10 million of debt...
The dollar amount by which the market value of a $100 par bond would change following a change of one...
The ratio of the change in present value of an option with respect to the change in spot, where both...
Another term for pips; digits that are added to or subtracted from the fourth decimal place in a currency rate...
Digits that are added to or subtracted from the fourth decimal place in a currency rate quote. For example, in...
A basis point (bps) is 0.01 percentage point and equals $1,000 annually on a contract protecting $10 million of debt...
A basis point (bps) is 0.01 percentage point and equals $1,000 annually on a contract protecting $10 million of debt...