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VanillaCall
  • Member for 4 years, 11 months
  • Last seen more than 2 years ago
4 votes

How does one price the market value and estimate the fair value of a bond futures roll?

3 votes

How to quantify the coupon effect?

2 votes

How can we compute the daily drop in gross basis?

2 votes

Why rise in repo rates leads to increase in forward bond prices?

2 votes

Why did high yield corporate bond ETFs tank during the great recession

2 votes

Importance of z-spread in CDS-Bond Basis trading

2 votes

Practical purpose of overnight repos

2 votes
Accepted

Basic CDS terminology

1 vote

Is there an inverse relationship between (future-spot) price and yield?

1 vote

Treasury futures cost of carry and P&L

1 vote

How do Repo traders use OIS and Fed fund rates

1 vote

DCF Valuation Models

1 vote

Which curve does the interest rate risk fall in?

1 vote

Carry & roll - question regarding the repo transaction

1 vote

Bond strategy in rising rate environment

1 vote

How to download bloomberg intraday data efficiently with API

1 vote

How to compute the Carry + Roll-down of a bond with QuantLib?

0 votes
Accepted

Calculation of Bond returns

0 votes

Carry and Rolldown of a Premium bond

0 votes

What's a reasonable way to extrapolate a bond curve?

0 votes

Yield Curve Flattening Trade

0 votes

impact of bond futures conversion factor on calendar spread trading

0 votes

T-bond of what maturity to use as risk-free rate when calculating excess return?

0 votes

What is the price of a bond that settles on its coupon date?