User Attack68

15 votes

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interest rate swap: PV01 vs DV01

answered Nov 8, 2019 at 18:38

13 votes

How to adjust butterfly 2s5s10s swaps trade for directionality?

answered Jun 28, 2018 at 17:19

11 votes

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Why are FRA/futures convexity adjustments necessary?

answered May 26, 2019 at 13:24

9 votes

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What is the definition of Curve

answered Sep 5 at 6:30

9 votes

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Is there a way using matrix algebra to add portfolios to a covariance matrix of assets?

answered Feb 2, 2021 at 21:24

9 votes

Why do banks have capital requirements on deposits?

answered Feb 4, 2021 at 23:27

9 votes

Carry calculation on an interest rate swap

answered Sep 3, 2017 at 16:46

9 votes

Arbitrage possible with negative rate of interest?

answered Nov 25, 2018 at 20:54

8 votes

When to Choose FX Swap or Forward

answered Sep 27, 2018 at 19:05

8 votes

Forward implied volatility

answered Jul 22, 2018 at 19:19

8 votes

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Question on pure carry for two bonds

answered Oct 1, 2017 at 20:40

8 votes

Fastest way to calculate YTM from bond price

answered Apr 30 at 14:13

7 votes

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Why is the 1 month OIS rate so stable?

answered May 26, 2018 at 7:01

7 votes

definition of mid price in literature

answered Jan 21, 2019 at 17:56

7 votes

Estimate covariance matrix using prices

answered Jan 31, 2020 at 12:21

6 votes

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3M curve vs 6M Curve, which one to use for valuation of IR Derivatrives

answered Nov 26, 2019 at 14:48

6 votes

analytical formula for FV of fixed rate of a IRS

answered Jun 30, 2019 at 18:14

6 votes

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approach on trading algorithm using machine learning

answered Jun 11, 2018 at 18:05

5 votes

Calculation of Cashflows Using ISMA Day Count in Fixed-Rate Bond

answered Sep 24 at 10:03

5 votes

uncollateralised otc derivatives and bank funding costs

answered Jul 1, 2018 at 7:39

5 votes

formula for physical DV01 of interest rate swap

answered Sep 3, 2017 at 14:23

5 votes

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Relation between OIS rate and discounting rate

answered Oct 15, 2018 at 5:53

5 votes

Limit order book cancellations

answered Oct 31, 2018 at 19:00

5 votes

Why does the ultra long-end of a yield curve invert?

answered Aug 8, 2019 at 18:52

5 votes

SOFR Transition

answered Jun 11, 2021 at 10:14

5 votes

Difference between OIS Rate and Risk-Free Rate

answered Oct 23, 2020 at 6:35

5 votes

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Term SOFR rate formula

answered Mar 28, 2022 at 17:43

4 votes

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Computing treasury note/bond prices from yield

answered Oct 7 at 11:07

4 votes

Understanding how markets predict BoC's policy interest rate decisions

answered Feb 7 at 17:54

4 votes

Post Trade Analysis for Option MMs

answered Oct 14, 2020 at 13:41

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324 Answers

interest rate swap: PV01 vs DV01

How to adjust butterfly 2s5s10s swaps trade for directionality?

Why are FRA/futures convexity adjustments necessary?

What is the definition of Curve

Is there a way using matrix algebra to add portfolios to a covariance matrix of assets?

Why do banks have capital requirements on deposits?

Carry calculation on an interest rate swap

Arbitrage possible with negative rate of interest?

When to Choose FX Swap or Forward

Forward implied volatility

Question on pure carry for two bonds

Fastest way to calculate YTM from bond price

Why is the 1 month OIS rate so stable?

definition of mid price in literature

Estimate covariance matrix using prices

3M curve vs 6M Curve, which one to use for valuation of IR Derivatrives

analytical formula for FV of fixed rate of a IRS

approach on trading algorithm using machine learning

Calculation of Cashflows Using ISMA Day Count in Fixed-Rate Bond

uncollateralised otc derivatives and bank funding costs

formula for physical DV01 of interest rate swap

Relation between OIS rate and discounting rate

Limit order book cancellations

Why does the ultra long-end of a yield curve invert?

SOFR Transition

Difference between OIS Rate and Risk-Free Rate

Term SOFR rate formula

Computing treasury note/bond prices from yield

Understanding how markets predict BoC's policy interest rate decisions

Post Trade Analysis for Option MMs