Quantitative Finance
VanillaCall
  • Member for 4 years, 5 months
  • Last seen more than 1 year ago
Profile Activity

38 Questions

Votes Activity Newest Views
4 answers
6 votes
1k views
2 bookmarks
Term premium 10 year yields
2 answers
5 votes
5k views
8 bookmarks
How to adjust butterfly 2s5s10s swaps trade for directionality?
2 answers
4 votes
411 views
1 bookmarks
How do bond traders get all the different moving parts?
1 answers
3 votes
4k views
6 bookmarks
Carry and roll (upfront vs running)
2 answers
3 votes
7k views
4 bookmarks
How to calculate FX hedged bond yield?
1 answers
3 votes
3k views
6 bookmarks
Question on pure carry for two bonds
0 answers
2 votes
69 views
Fed repo operations - Balance sheet constraints
1 answers
2 votes
329 views
2 bookmarks
Funding Treasury net basis trades and balance sheet
4 answers
2 votes
719 views
4 bookmarks
Treasury futures basis & calendar spd [multiple questions]
1 answers
2 votes
54 views
Reduction in banks excess reserves link to liquidity and funding
2 answers
2 votes
3k views
Different ways to express a 2s10s steepener?
1 answers
2 votes
1k views
2 bookmarks
Roll down Treasury curve (Coupon effects)
0 answers
1 votes
55 views
LIBOR OIS equation - Discount factor
1 answers
1 votes
75 views
1 bookmarks
Futures vs Forward (Last Delivery or Last Trading Day)
1 answers
1 votes
97 views
Negative 2y swap spreads
1 answers
1 votes
687 views
Treasury Futures Basis Trade - Funding enhancement
1 answers
1 votes
114 views
Calendar roll terminology (buy vs sell)
2 answers
1 votes
76 views
1 bookmarks
Possible first rate cut by Fed - spot vs forwards
1 answers
1 votes
347 views
2 bookmarks
Quarter-end repo spike (Why not lock in longer repo)
0 answers
1 votes
132 views
How to calculate the fair value of a futures roll and what are the practical uses?
2 answers
1 votes
602 views
How to calculate implied repo of a hypothetical bond that has not been issued?
1 answers
1 votes
189 views
2 bookmarks
Repo advantage relative value (Treasury)
3 answers
1 votes
972 views
Treasury spline curve, practical question
2 answers
1 votes
2k views
How is 1y5y - 1y2y Treasury steepener trade executed?
2 answers
1 votes
389 views
What does Buying 5 year and hedging with 2 year and 10 year mean?
2 answers
0 votes
238 views
Treasury zero coupon curve for discounting two bonds but OAS different on Bloomberg
1 answers
0 votes
193 views
Treasury auction trading strategy (tails vs stop throughs)
1 answers
0 votes
554 views
Treasury Futures Wild Card Option equation
0 answers
0 votes
140 views
Adjusting for term structure of repo rates to get apples to apples picture
0 answers
0 votes
69 views
Wider swap spreads, lower cost of funding?
1
2

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.