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Fixed Income-Calculating spreads
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0
|
2139
|
March 7, 2022
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|
Question regarding CDS fixed coupon payment period
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3
|
3122
|
March 7, 2022
|
|
Question regarding carry trade with swap
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7
|
2989
|
March 5, 2022
|
|
Butterfly Spread and Active Positions
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3
|
2355
|
March 3, 2022
|
|
Spread measures calculations?
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3
|
2081
|
March 1, 2022
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CFAI Question - Reading 23 - Example 7 - Hedging with Swap/Swaptions
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4
|
3935
|
February 27, 2022
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Fixed income- ALM Portfolio statistics vs weighted avg (durations and ytm)
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3
|
3793
|
February 18, 2022
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Negative carry when financing a bond purchase in the repo market during yield curve inversion
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2
|
2296
|
February 6, 2022
|
|
Yield Spread and Government Spread Comparison
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1
|
3482
|
February 5, 2022
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|
Credit strategies - EOC 30
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0
|
2064
|
January 29, 2022
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|
Rolldown return confusion
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0
|
2253
|
January 19, 2022
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Stable Yield Curve and Capitalize on Buy and Hold Strategy
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9
|
2607
|
January 20, 2022
|
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Rolldown Yield - with Yield change
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1
|
2013
|
January 13, 2022
|
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Bond Price Impact from Yield Change
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1
|
1978
|
January 13, 2022
|
|
Duration of FRA
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5
|
2913
|
January 12, 2022
|
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Spread and Modified Duration of a Floater
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1
|
2454
|
December 31, 2021
|
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Fixed Income: Reading 19 Example 7
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0
|
2090
|
November 5, 2021
|
|
Views of yields spreads -- Reading 11 - 2022 book
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2
|
2230
|
December 6, 2021
|
|
Yield Curve Strategies - Why do we use effective duration while calculating returns in Yield Curve Strategies?
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3
|
2043
|
November 14, 2021
|
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Fixed Income PM: Expected return formula to use EffDur or ModDur?
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4
|
2408
|
November 13, 2021
|
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Interpolated Spreads
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0
|
2353
|
November 6, 2021
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|
BB29 -- 2022 - Credit Strategies - Fixed Income
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0
|
2000
|
November 3, 2021
|
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Empirical Duration and Modified Duration
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5
|
3283
|
November 2, 2021
|
|
CDS Price use case
|
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3
|
1980
|
November 2, 2021
|
|
Excess spread formula
|
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2
|
3072
|
October 30, 2021
|
|
Reading 14 - Credit Strategies - EOC 3
|
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0
|
1888
|
October 29, 2021
|
|
Annuity due in calculator
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|
0
|
2169
|
September 30, 2021
|
|
Fixed Asset "A convergence trade Example - 4" YIELD CURVE STRATEGIES
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0
|
1963
|
October 17, 2021
|
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Best way to measure proportional portfolio riskinesss with duration
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|
0
|
1944
|
October 18, 2021
|
|
Fixed Income - convexity and reinvestment risk
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|
12
|
4386
|
October 27, 2021
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