# Questions tagged [fixed-income]

Securities which obligate the borrower/issuer to make payments on a fixed schedule. Fixed income securities include sovereign, corporate and municipal bonds, corporate loans, and securitized lending (e.g., ABS). "Fixed" refers only to the schedule of obligatory payments, not the amount, and may include inflation linked bonds, variable-interest rate notes, and the like.

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### The PDE of an Interest Rate Swap - ImplicitFinite Difference Method

Context: I'm stuggling to implement an implicit finite difference scheme on an Interest Rate Swap (IRS) with a single factor short rate model: I was following the textbook(Daniel J. Duffy - Finite ...
1 vote
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### Bond forward arbitrage relationships

I am trying to see if the following statement is true or not and I would really appreciate your help. The statement is as follows: $\forall$ Tradable Asset $V(t)$,  E[\frac{P(t,T_{i})P(T_{i},T_{i+1}...
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### Understanding the Effective Duration and Convexity from Yield Book across MBS coupon stack

Yield Book, based on the 8/10 close, shows that the Effective Duration on 2.5s are greater than 3s and so on as we go up the stack. But with the PMMS at 4.99% on 8/10, I don't see how Eff. Duration, ...
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### Negative Accrued for treasury bonds?

I am looking at some spreadsheets that show the US treasury bonds have some negative accrued. Why would that be the case? Shouldn't bond accruals always be positive?
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1 vote
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### How does Bloomberg bootstrap CASH Instruments?

Given the following datas : If we do the bootstrap methodology for CASH Instrument we gotta : Calculate the DF associated to the Market Quoted Rate (2.91157). For the 3M Fixing we have : T = 0.26115. ...
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### ML/AI in fixed income vs equity

From my perception of learning different ML/AI applications to finance I found there are lots of them in equity and not as many in fixed income. I wonder if the markets are different in some ways and ...
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