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5 votes

Estimating the price of an illiquid 5y bond futures contract

That is not a lot of information and is certainly not enough to do this with sufficient accuracy for trading, but none-the-less we can do the exercise. Information I will assume that you also know ...
Attack68's user avatar
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1 vote

CDS Spread and Par Bond Yield Spread

Nobody makes such weird claims. The bond yield is, roughly $y = r + CDS/(1-R) + b$ where $r$ is the bond's repo rate ("risk free") and $b$ is bond basis.
achirikhin's user avatar

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