A type of interest rate swap (IRS) in which the floating rate leg is derived from the difference between long...

A credit derivatives trading strategy in which a trader attempts to avail from mispricing in credit spreads. In other words,...

The positive relationship between bond yields and maturity lengths that is observed when interest rates on the long-term bonds exceed...

The normal relationship between bond yields and maturity lengths that is observed when interest rates on the long-term bonds exceed...

In relation to credit derivatives, it is a curve (usually, positively sloped) that depicts the relationship between credit spread and...

A yield curve that depicts the relationship between the swap rate and maturity of a swap. In cases where the...

A yield curve that depicts the relationship between the swap rate and maturity of a swap. In cases where the...

A graph that plots the relationship between yield to maturity (YTM) and maturity for a set of similar bonds (or...

The expected future values of the Bond Market Association (BMA) index, where expectations are taken in the corresponding forward probability...