Curves, Caps and Swaps: Strategies to thrive in a rising interest …
Sep 18, 2023 · Swaps are the primary instrument we have used in 2023. In early 2023, the forward yield curve implied interest rate declines in the second half of 2023, despite the Fed’s …
Credit Default Swap: What It Is and How It Works
Dec 11, 2025 · A credit default swap (CDS) is a contract that protects lenders from borrower default. Learn how a CDS works, why they’re used, and the key risks in financial markets.
swaps - IRS: Diff between "pricing curve" and "discounting curve ...
Jun 7, 2021 · I'm reading a book on swaps and author mentions in the typical attributes of swaps: "Discount curve: For present-value calculations (say, to calculate the current market …
Swap Curve and Fly Trades: A quarter of all trades are not what …
Feb 16, 2015 · Hiding in Plain Sight We now identify, in real-time, whether a trade being reported to an SDR belongs to a Swap Curve or a Swap Fly package transaction. Our identification …
Dec 1, 2001 · The large volume of swaps outstanding has made yields on swaps of various maturities (“tenor,” in market parlance) readily available, allowing us to plot a yield curve for …
Pricing and Valuation of Interest Rates and Other Swaps
In this Refresher Reading, describe how swap contracts are similar to but different from a series of forward contracts and contrast the value and price of swaps.
Video: Overview - Curve vs Uniswap V2 and V3 - Curve Stableswap
A detailed comparison of Curve Stableswap, Uniswap V2, and Uniswap V3 when swapping USDC/DAI - This video delves into the core differences of these popular AMMs by examining …
Forward and discount curves for cross currency swaps
Apr 21, 2017 · I have a EUR-GBP cross currency swap, collateralised in GBP, each leg is paying 3m EURIBOR/LIBOR respectively. I know GBP leg can be modelled with 3m LIBOR forward …
Advice for automating swap curve construction
Nov 5, 2021 · Let me start by assuming a simple single curve framework, whereby we take input instruments (mm,fra,futures,swaps etc) and strip out a discount-factor curve. Modern …
Dual Curve Bootstrapping - MATLAB & Simulink
Aug 20, 2013 · This example shows how to bootstrap a forward curve using a different curve for discounting.
Bloomberg Interpolation | PDF | Swap (Finance) | Present Value
The goal of this document is to describe the process of building interest rate curves in Bloomberg terminal. We give short definitions of terms used, e.g. Of different rates (simple rate, …
[Company Watch] Curve and Synthetix Cross-Asset Swap (Curve …
Mar 3, 2021 · [Company Watch] Curve and Synthetix Cross-Asset Swap (Curve Series 2/3) This article is the second of our trio on Curve Finance. For the first article on Curve’s platform token …
Oil Swaps Market Data For Crude & Refined Oil Products
Dec 17, 2025 · Oil Swap Data Comprehensive Oil Swap pricing across the crude and refined oil spectrum. Forward curve coverage offers visibility into the world’s oil markets.