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Techniques for Bond and Swap Traders

  • Charles Errington
Chapter
Part of the Finance and Capital Markets Series book series (FCMS)

Abstract

The 2010 9 per cent T-bond pays coupons on 15 April and October each year. For value 15 June, a trader is quoting a two-way price of 10–12 on a big figure of 100.

Keywords

Interest Rate Yield Curve Capital Gain Portfolio Manager Price Sensitivity 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Charles Errington 1994

Authors and Affiliations

  • Charles Errington

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