The credit spread that is added over the spot rates (the Treasury spot rate curve, the LIBOR rate curve, etc)...
A neutral (risk-limited and reward-limited) option trading strategy which builds on the short butterfly strategy, and whereby a short butterfly...
A spread that is usually paid (when necessary) by the seller of an asset swap, in addition to a floating...
The premium differential (CDS premium) between credit default swaps (CDS) that have the same sovereign debt but differ in term...
The premium differential (CDS premium) between credit default swaps (CDS) that have the same reference entities (reference assets) but differ...
It stands for zero-volatility spread. The basis points which are added to the yield at each point on the spot...
A swap that varies in notional principal, rate or spread periodically to mimic predictably variable cashflows. As such, all notional,...
Another name for a vertical spread which constitutes an options strategy constructed by buying and selling the same numbers of...
An options strategy constructed by buying and selling the same numbers of the same options (whether puts or calls) but...
A commodity trading strategy (an intercommodity spread) which involves the sale of soybean futures and the simultaneous purchase of soybean...