The yield spread for a given issuer that is added to the yield for the corresponding maturity of the on-the-run...

It stands for currency-protected swap. A cross currency basis swap which doesn’t involve currency conversion. For example, assume short-term interest…

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...

A yield curve that displays the fixed-rate leg of a plain vanilla swap against the floating-rate leg of a six-month...

An option whose underlying is any point of a yield curve that is located between two specified points on that...

A basis swap in which the reference rates on which are based the two interest payment legs are set at...

A basis swap in which both parties pay a floating rate, but based on two different indexes. For example, one...

A trading in which the underlying is the yield curve. Traders and investors use various strategies to buy the interest...

The basis points which are added to the yield at each point on the spot treasury rate curve marking the...