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tennisboy
  • Member for 6 years, 11 months
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4 votes
2 answers
411 views

SABR for swaptions

3 votes
2 answers
305 views

carry for a sovereign bond

3 votes
1 answer
3k views

Inflation swaps rate vs. Break-even rate

3 votes
5 answers
913 views

bank issuing structured products

2 votes
1 answer
1k views

To compute key rate duration, shall I use par curve or zero curve?

2 votes
3 answers
2k views

cross currency basis spread

1 vote
2 answers
2k views

treasury bond cash future net basis

1 vote
1 answer
334 views

vol swap and vol of vol

1 vote
1 answer
141 views

Market implied rate

0 votes
0 answers
103 views

FX swap trade question