‘Short End’ and ‘Long End’ of the Yield Curve
These are some of the informal terms used. Usually Yield Curve is formed with two sets of Maturities. They are -
1. Short Term Rates...
What is the difference between Non-deliverable Forward and Forward?
Its a bit confusing. Here are the key points:
In simple Forward, underlying notional currencies are exchanged. Where as in Non-deliverable Forward (NDF), there...
Event Mapping between Internal Systems and FpML for Regulatory Reporting
The introduction of open protocols almost two decades ago changed the face of communication among financial institutions. The first one was FIX protocol. Although...
What is Factored Notional
When CDX is initiated it includes a set of reference entities (constituents or names) and notional amount which is a total protection. Each underlying...