Recent content by Abid Hassan

I heard most of the IRFs in CBOT are calendar spreads. Can anyone throw more light on this Like, why so, and where to gather information on this from, etc

There is a yield curve, but In India, because of the nascent state of bond markets, we have a very flawed yield curve. More than half the bonds issued are illiquid, and trading only happens at extremely short tenors and 10 year tenor. Hence there is no "REAL" yield curve. All that we have is an...

There is no such Curve Hi, Many thanks for the reply I am from India, and the deal is that we do not have a sovereign real ZCYC. We are expected to have a sovereign real ZCYC once the STRIPS become successful. That, is the reason why we are not able to decide a bid/ask two way quote when...

Hi, I am working on pricing a STRIP bond for trading. These instruments will be used for the first time and there are no quotes available in the market as of now Is there any place where I can get a model for pricing a STRIP so as to give a quote? Thanks, Abid