Hello am new to this (in high school) so can ask basic question:When treasuries "roll", if old treasury yields 4.75 and new yields 4.70, would bond trader who is pricing bond at +40bps off old treasury, start pricing at +45 off new treasury?

can someone give me a good definition of swap spread risk with respect to fixed bond prices? how does this risk translate into changing bond prices?

thx

This is the part I understand, what I'm not entirely sure about is how the floating leg of the swap is accounted for?

i should have thought about that simply - my apologies and thanks

cheers

cheers

Hi guys, just a quick question for you guys.....Im trying to think of different ways derivs could be used to manage the exposures presented by fixed rate EMTN borrowing.......Does anyone have any thoughts?Cheers Nick

<t>Hi guys, Im in the middle of constructing a 0 coupon curve using deposit rates upto one month, 8 futures contracts upto 2 years and swap rates upto 10 years. So far I have obtained the discount factors from 1 month to 10 years, but am unsure where to go from here in order to price my swap.......a...