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2 votes

2 answers

185 views

Calculating DV01 for Treasury Futures with CTD switch risk

Helin

11.3k

modified yesterday

1 vote

1 answer

287 views

What discount rates should I use to price a municipal bond with unknown market price?

CommunityBot

1

modified yesterday

0 votes

1 answer

58 views

Some US AAA Corp are borrowing below UST for 10yr paper. What could be the reasons for this?

dm63

16.2k

answered Sep 29 at 11:35

0 votes

1 answer

137 views

Repo/Fwd/Spot/Bond Futures

Attack68♦

8,952

modified Sep 27 at 11:38

0 votes

0 answers

51 views

Is there another method besides DCF to evaluate a fixed-rate bond?

FSH

1

asked Sep 25 at 12:16

0 votes

2 answers

648 views

How to measure Steepener/Flattener/Butterfly sensitivity? (in 01)

user35980

1,021

modified Sep 22 at 9:30

3 votes

1 answer

719 views

question about the market quote from bloomberg

AKdemy

7,689

modified Sep 17 at 19:35

1 vote

0 answers

25 views

Term structure building for credit risky bonds

Skittles

23

modified Sep 17 at 17:43

1 vote

1 answer

87 views

swap carry/rolldown mid-period

Attack68♦

8,952

answered Sep 16 at 8:43

1 vote

1 answer

53 views

PV different from Dirty Price in QuantLib

Luigi Ballabio

6,883

modified Sep 15 at 9:55

0 votes

1 answer

105 views

How to construct a forward exposure portfolio with bonds?

user68819

81

answered Sep 11 at 12:27

0 votes

0 answers

30 views

Dynamic Nelson-Siegel model with time-varying scale factor lambda: how to ensure the non-negativity of the state variable?

Jessica F.

21

asked Sep 8 at 19:33

3 votes

1 answer

323 views

Implied repo rate and slope of the yield curve

user68819

81

answered Sep 6 at 14:47

0 votes

0 answers

53 views

How to hedge 3 Month SOFR futures with 1 Month SOFR futures considering FOMC meeting

Borla312

1

asked Sep 5 at 19:59

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Calculating DV01 for Treasury Futures with CTD switch risk

What discount rates should I use to price a municipal bond with unknown market price?

Some US AAA Corp are borrowing below UST for 10yr paper. What could be the reasons for this?

Repo/Fwd/Spot/Bond Futures

Is there another method besides DCF to evaluate a fixed-rate bond?

How to measure Steepener/Flattener/Butterfly sensitivity? (in 01)

question about the market quote from bloomberg

Term structure building for credit risky bonds

swap carry/rolldown mid-period

PV different from Dirty Price in QuantLib

How to construct a forward exposure portfolio with bonds?

Dynamic Nelson-Siegel model with time-varying scale factor lambda: how to ensure the non-negativity of the state variable?

Implied repo rate and slope of the yield curve

How to hedge 3 Month SOFR futures with 1 Month SOFR futures considering FOMC meeting

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