The basis price is a way of quoting bond prices based on their yield to maturity. · It captures the annual return expected from the bond if the investor holds it ...

Corporate Bond Basis: an approach where the discount rate used to assess the liabilities is determined based on the market yields of high quality corporate bond ...

Bond basis refers to the calculation of interest on the basis of a 'bond' year. This is less precise because, as described below, there is more than one way of ...

Basis trading is a financial trading strategy regarding the purchase of a particular financial instrument or security (in this case Treasury Bonds) or ...

What is Basis? Basis can be defined as the difference between the clean price of the cash security minus the converted futures price.

A yield basis quotes the price of a fixed-income security as a yield percentage, rather than as a dollar value, allowing for easy comparison of bonds.

78. The pricing differential between a CDS spread. and an asset swap spread implied by bond. prices is called a bond-CDS basis. In normal.

A bond futures contract is an agreement to exchange a bond at a fixed price at a future date—the contract's expiry date.

Bond Basis. A method of interest calculation using a day count fraction equal to actual days divided by actual days in a year (usually 365) ...