Characteristically, constant maturity swaps have unnatural time lags because a counterparty pays/receives the swap rate only in one payment, rather...

The swap rate for a relevant maturity on the assumption of a generic structure for the underlying swap transaction. In...

The effect of change in one variable pertaining to an option, (particularly the out-of-the-money options/ OTM options) where the output...

One of three types of adjustments that should be made to the forward value of the underlying variable in a...