network profile
| bio | website | |
|---|---|---|
| location | Class | |
| age | ||
| visits | member for | 7 months |
| seen | Feb 27 at 14:10 | |
| stats | profile views | 12 |
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Feb 27 |
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How to hedge the fixed leg of a swap contract? Recently there's a new instrument called swap futures. What is the use of them compared to a usual vanila Swap? (in terms of Bonds) |
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Feb 25 |
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How to hedge the fixed leg of a swap contract? deliver? but then for this swap he is required to make periodic payments, not just one time like a zero.. So uf he is being hedged by a futures in the otherside, how can he make periodic payments? An example or an article to read, try out few calculations would be appreciated |
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Feb 25 |
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How to hedge the fixed leg of a swap contract? Thanks Freddy. +1. I understand the basuc swap structure (fixed leg, variable leg). Now when you say *such fixed leg player is paying fixed rate and receiving fixed on other assets, hence fully hedged." I assume you meant to say an instituitional player. What if it is a retailer who ONLY did this swap and after sometime alobg this contract, he know he has been paying high rate. How can he lower what he is paying? What other assets can he use? Does it mean a futures, as it locks the price of something that he would |
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Feb 21 |
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Is there an Australian Interbank Rate? Hello everyone, @Freddy and Phil H, I will need to review and diegest the information in this answer, please allow me sometime. :) |
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Feb 21 |
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Is there an Australian Interbank Rate? What about a cross currency swap? e.g. SGD/AUD assuming fix leg is in SGD and variable on AUD, what could be used? AUD Libor or BBSW? (ps: didn't notice there has been other answers here) [also with reference to your comment on : Good point, I didn't think the questions was about actual interbank lending, who does that these days? The swap market dwarfs depos. I just assumed the question was about fixings] |
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Feb 17 |
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Is there an Australian Interbank Rate? Thanks Freddy. I was searching online to notice a particular named rates for Australia. I saw the norm Australian Dollar LIBOR rates, then I had the impression it's talking about LIBOR again.. So is it correct to concluse that there's no dedicated local name for Australian Interbank Rate? Appreciate the additional points as well. |
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Jan 15 |
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Why do low standard deviation stocks tend to have superior future returns? @jase minimum variance between two equities are highly negatively correlated. Hence they offset/compliment each others risk.... |
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Jan 6 |
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Where to find Greeks for futures to form delta-hedged futures portfolio of S&P 500 index/futures @richardh if you need any assistance with Bloomberg functions or tickers do let me know ;) anyway FYI: there's a very responsive Analytics team for 24 hour on help help. They have been very helpful to us so far. Much better than Reuters...no offense. So for this question, you can even shoot it to their port * risk team called Alpha. |
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Dec 21 |
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How to build an electricity portfolio for an electricity production company? @SRKK it's NOT HOMEWORK. I am doing Portfolio Analysis for this company. Like for any other company out there. It's market research. I only possess the basic port theory. So I would really like if a portfolio expert could give me an insight to work on the right direction. Electricity is too specific. Less information available. :) Thanks for asking. |
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Dec 20 |
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How to build an electricity portfolio for an electricity production company? @Rock if you had some homework assignment so long ago, by now you must be really good at portfolio managment,specially you are saying that very similar homework. So can you help me here with better information for the question? |
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Dec 18 |
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How to build an electricity portfolio for an electricity production company? @bill_080 thanks for the helpful comment. The company is a LNG importer and a power retailer. Located in Asiapac. I am trying to imitate a possible fully hedged portfolio for this electricity company. I think I will update the question to more specific and focusing one important part at a time. Which would be : building fully hedged portfolio and difference between an electricity port vs any other energy port. |
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Dec 17 |
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How to build an electricity portfolio for an electricity production company? Whoever down-vote please leave a comment. It says the person down-voted as off-topic, what is the and where is the off topic here when it has specific and relevant tags and title. |
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Dec 17 |
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How to calculate cf and interest accruals of the swap? @vehomzzz should we assume your swap is a plain vanila IR swap? |
