User Peaceful

8 votes

2 answers

1k views

Is SOFR to replace LIBOR or Fed Fund Rate or both

asked May 10, 2021 at 22:31

4 votes

0 answers

139 views

Why exchange basis exist in swaps

asked Jul 23, 2021 at 2:39

4 votes

1 answer

176 views

How do we calcualte $E[W_sW_t|W_s]$

asked Nov 1, 2019 at 18:36

4 votes

2 answers

817 views

Why would a default bond still being traded 1 year after the maturity date

asked Dec 17, 2020 at 14:52

3 votes

2 answers

1k views

When would a bond be traded flat?

asked Dec 15, 2020 at 14:28

2 votes

3 answers

2k views

heding bond risk with swap

asked Sep 23, 2018 at 22:56

2 votes

2 answers

2k views

What is the difference between a cleared interest rate swap and a OTC interest rate swap with collateral in theory

asked Sep 12, 2019 at 23:28

2 votes

0 answers

196 views

what numeraire is used to price an FX forward contract

asked Oct 31, 2019 at 22:52

2 votes

1 answer

135 views

Libor reform: why SONIA stays, but EONIA is to be replaced by ESTER

asked Nov 9, 2019 at 21:18

2 votes

1 answer

937 views

repo rate v.s. reverse repo rate

asked Jul 7, 2018 at 6:17

2 votes

0 answers

58 views

high coupon and low coupon treasury

asked Jun 30, 2022 at 5:20

1 vote

1 answer

80 views

Roll down for floating rate notes

asked Dec 11, 2022 at 19:42

1 vote

0 answers

80 views

forward starting interest rate swap trade settlement date

asked Dec 15, 2022 at 16:25

1 vote

3 answers

252 views

What is the definition of "cheapest collateral"?

asked Nov 9, 2021 at 15:52

1 vote

1 answer

238 views

how is accrual calculated on the floating leg of a OIS swap

asked Apr 4 at 20:15

1 vote

0 answers

42 views

Is SABR model more used as an interpolation method or is used to risk manage option positions in practice?

asked Oct 23 at 19:50

1 vote

1 answer

118 views

what is the point of SABR model as an interpolation tool if we can already observe the whole vol cube from the market

asked Oct 24 at 20:48

1 vote

2 answers

211 views

Why does cost of borrow have anything to do with the equity forward price?

asked Nov 1 at 6:45

1 vote

2 answers

930 views

why the implied repo rate is higher when choosing the last delivery date to deliver rather than first delivery date

asked Jul 7, 2018 at 23:30

1 vote

1 answer

665 views

why the financing cost of a bond is repo?

asked Jun 28, 2018 at 5:56

1 vote

2 answers

2k views

convexity adjustment for pricing mark to market (mtm) cross currency swap

asked Nov 25, 2019 at 3:46

1 vote

0 answers

74 views

CME Futures used in building LCH USD swap curve

asked Nov 26, 2019 at 1:43

1 vote

1 answer

95 views

reason behind bond yield diverge for bonds with the same maturity during 2008 crisis

asked Jul 9, 2020 at 21:21

1 vote

1 answer

390 views

The meaning of balance sheet intensive instruments

asked Nov 2, 2020 at 15:33

1 vote

2 answers

156 views

What are clean price and accrual of a called bond

asked Dec 17, 2020 at 12:17

1 vote

0 answers

62 views

Comparing swaps with bonds

asked Jan 1, 2021 at 1:02

0 votes

1 answer

50 views

estimate credit bond price out of trading hour

asked Jan 6, 2021 at 21:50

0 votes

2 answers

3k views

what is the difference between an NDF and a FX Forward contract

asked Dec 13, 2020 at 22:40

0 votes

1 answer

91 views

Where bonds are marked v.s.where bonds are traded

asked Aug 8, 2020 at 11:20

0 votes

1 answer

156 views

what is the underling of treasury bond future contracts? and what determine/drives bond future's theoretical/market prices? [duplicate]

asked Jun 28, 2018 at 5:14

Stack Exchange Network

36 Questions

Is SOFR to replace LIBOR or Fed Fund Rate or both

Why exchange basis exist in swaps

How do we calcualte $E[W_sW_t|W_s]$

Why would a default bond still being traded 1 year after the maturity date

When would a bond be traded flat?

heding bond risk with swap

What is the difference between a cleared interest rate swap and a OTC interest rate swap with collateral in theory

what numeraire is used to price an FX forward contract

Libor reform: why SONIA stays, but EONIA is to be replaced by ESTER

repo rate v.s. reverse repo rate

high coupon and low coupon treasury

Roll down for floating rate notes

forward starting interest rate swap trade settlement date

What is the definition of "cheapest collateral"?

how is accrual calculated on the floating leg of a OIS swap

Is SABR model more used as an interpolation method or is used to risk manage option positions in practice?

what is the point of SABR model as an interpolation tool if we can already observe the whole vol cube from the market

Why does cost of borrow have anything to do with the equity forward price?

why the implied repo rate is higher when choosing the last delivery date to deliver rather than first delivery date

why the financing cost of a bond is repo?

convexity adjustment for pricing mark to market (mtm) cross currency swap

CME Futures used in building LCH USD swap curve

reason behind bond yield diverge for bonds with the same maturity during 2008 crisis

The meaning of balance sheet intensive instruments

What are clean price and accrual of a called bond

Comparing swaps with bonds

estimate credit bond price out of trading hour

what is the difference between an NDF and a FX Forward contract

Where bonds are marked v.s.where bonds are traded

what is the underling of treasury bond future contracts? and what determine/drives bond future's theoretical/market prices? [duplicate]