It stands for basis point value; a tool that is used to measure interest rate risk, especially that associated with...

A tool that is used to measure interest rate risk, especially that associated with swap trading books (swap book), bond...

An interest rate swap that places a minimum level (floor) under the floating rate in consideration for a larger fixed...

The difference in quality spread as measured at two different maturities. This difference goes hand in hand with maturity length...

It stands for constant maturity swap ; a yield curve swap in which one leg is referenced to constant maturity...

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...

The risk that arises from inability of a hedger/ portfolio manager to hedge against a change in the shape of...

The risk that arises from inability of a hedger/ portfolio manager to hedge against a change in the shape of...

The risk that arises from inability of a hedger/ portfolio manager to hedge against a change in the shape of...