Techniques for Bond and Swap Traders
Part of the Finance and Capital Markets Series book series (FCMS)
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.
KeywordsInterest 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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© Charles Errington 1994