It stands for yield-to-maturity; the percentage annual rate of return (discounted) which is paid on a fixed-income security (such as...
The percentage annual rate of return (discounted) which is paid on a fixed-income security (such as a bond, note, gilt,...
It stands for dollar value of one basis point; DV01 captures the effect of a one-basis movement in interest rates...
It stands for dollar value dollar spot; a special case of DV01 that represents a change in the price of...
It stands for dollar price dollar spot; a special case of DV01 that represents a change in the price of...
It stands for dollar price dollar forward; a special case of DV01 that represents a change in the price of...
It stands for dollar value dollar forward; a special case of DV01 that represents a change in the price of...
A special case of DV01 (actually it is similar to DV01), but it is based on the assumption that the...
A derivative or fixed-income security which features high convexity, i.e., its sensitivity changes with the passage of time or with...
An option-related instrument or fixed-income security which features low or no convexity, i.e., its sensitivity changes with the passage of...