The flat yield spread that is required to reprice a floating rate security (floater, floating-rate bond, etc.) to par. It...
The process that involves restoring a bond portfolio to its former position before the original swap. This may usually take...
The difference in yield to maturity (YTM) between two bonds (bond issues) or two classes of bonds with similar maturities....
The relative difference in yield to maturity (YTM) between two bonds (bond issues) or two classes of bonds with similar maturities. It is the ratio of the yield...