By A Mystery Man Writer
Bobl spread is 53.1bp, we are 3 months away from mar18 delivery, and a client blasts “what do you see as carry and roll for OE asw?”. Here are my notes on the mechanics of the calculati…
Asset Swap - Overview, How It Works, Practical Example
The basics of U.S. Treasury futures - CME Group
Bonds & bold: When is roll a good predictor of future returns?
Carry and Roll-Down of USD Interest Rate Swaps in Excel with Bloomberg Comparison - Resources
Carry and Roll-Down of USD Interest Rate Swaps in Excel with Bloomberg Comparison - Resources
Swap Spread: Definition, Use as an Indicator, and Example
Bonds & bold: When is roll a good predictor of future returns?
Federal Solar Tax Credits for Businesses
/thmb/t6uPsyWkraC2sbbet4Yidajt
Returns, Spreads, and Yields AnalystPrep - FRM Part 1 Study Notes