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Trying to check this 1Y1Y forward treasuries calculation

I pulled up the Bloomberg page you referenced in your question. The rates you are referencing are not zero rates but yields on the coupon note/bond that are used to construct the curve. Toggle the ...
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2 votes
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Approximate dollar MTM of interest rate swaps

If only one day has elapsed, the carry and roll down effect on the p/l is insignificant. The p/l is well approximated simply by multiplying the move in the quotation by the duration of the swap, ...
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1 vote

When using exponents the BA II Plus is returning incorrect answers, what am I doing wrong?

The answer as it turns out is quite straight forward. When using the complete equation, the calculator works out the answer with the full number of decimal places i.e. 1.00008219^365 = 1.03045259
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