All books

1 Primary & Middle School MathematicsGrades 1–9 Online 2 High School MathematicsGrades 10–12 Online 3 University Mathematics — Year 1Bachelor Year 1 Online 4 University Mathematics — Year 2Bachelor Year 2 Online 5 University Mathematics — Year 3Bachelor Year 3 Online

1 Primary & Middle School PhysicsGrades 1–9 Online 2 High School PhysicsGrades 10–12 Online 3 University Physics — Year 1Bachelor Year 1 Online 4 University Physics — Year 2Bachelor Year 2 Online 5 University Physics — Year 3Bachelor Year 3 Online

1 Primary & Middle School BiologyGrades 1–9 Online 2 High School BiologyGrades 10–12 Online 3 University Biology — Year 1Bachelor Year 1 Online 4 University Biology — Year 2Bachelor Year 2 Online 5 University Biology — Year 3Bachelor Year 3 Online

1 Markets I: The Ecosystem and Exchange-Traded MarketsMarkets Online 2 Markets II: Rates, FX and CreditMarkets Online 3 Markets III: Commodities, Energy and CryptoMarkets Online 4 Quantitative MethodsMethods Online 5 Derivatives and VolatilityDerivatives Online 6 Rates, Credit, XVA and RiskRates, credit & risk Online 7 Research Craft: Predictors, Backtests, Measurement, PortfoliosResearch Online 8 Strategies I: Equities and FuturesStrategies Online 9 Strategies II: Volatility, Relative Value, Macro and the Bank DesksStrategies Online 10 Microstructure and ExecutionExecution Online 11 Market Making and High-Frequency TradingMarket making Online 12 Machine Learning for MarketsMachine learning Online 13 Low-Latency SoftwareTechnology Online 14 Networks, Hardware and Trading InfrastructureTechnology Online 15 Research, Data and Risk PlatformsTechnology Online 16 The Desk and the FirmThe firm Online 17 The Industry: Firms, Roles and CareersCareers Online 18 The Interview BookCareers Online

All games Math Fuse Word Reactor Atlas Dash

Apps About

Coach

English Français Español Nederlands Português हिन्दी العربية Bahasa Indonesia

Log in Start reading

Quantitative Finance · Glossary

What is Credit curve trade?

Definition 18.3 Strategies II: Volatility, Relative Value, Macro and the Bank Desks · Chapter 18 — Credit Relative Value

A credit curve trade buys protection at one maturity and sells it at another on the same issuer or index, in amounts that offset their spread durations, betting on the slope of the credit curve rather than its level.

Read in context →