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Quantitative Finance · शब्दावली

Credit curve trade क्या है?

Definition 18.3 Strategies II: Volatility, Relative Value, Macro and the Bank Desks · अध्याय 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.

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