Timeline for Seeking carry on the swap curve
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Aug 30 at 6:03 | comment | added | user68819 | Yes. Imo, you also need to factor in roll down. | |
| Aug 30 at 2:36 | comment | added | Charles | @user68819 so overly-aggressive easing expectations would hurt the carry profile of a steepener, but improve the carry profile of a flattener? | |
| Aug 29 at 5:08 | comment | added | user68819 | And I think you'd mean the carry of spot 5s30s, not the carry of the 3m fwd. | |
| Aug 29 at 5:05 | comment | added | user68819 | Too much easing may reflect a lower 3m fwd 5s, therefore a steeper 3m fwd 5s30s. Therefore you'd carry fairly badly, I.e.the 5s30s you'd have to realise would be significantly steeper (the breakeven change larger) | |
| Aug 28 at 22:00 | history | edited | Charles | CC BY-SA 4.0 |
added 173 characters in body
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| S Aug 28 at 21:49 | review | First questions | |||
| Sep 7 at 20:11 | |||||
| S Aug 28 at 21:49 | history | asked | Charles | CC BY-SA 4.0 |