My account
Information
Tim Xiao
BMO
Position
Department
Field of research
Economics (General Management)
Email
cfrm17@yahoo.com
My OpenAccess portfolio

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Cap Volatility Data
Economics (Finance)
347 views
Date of upload:
24.09.2021
Co-author:
Abstract:
In cap market, a cap/floor is quoted by implied volatilities but not prices. An interest rate cap volatility surface is a three-dimensional plot of the implied volatility of a cap as a function of strike and maturity.
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FX Forward Curve
Social Sciences (Economics)
267 views
Date of upload:
25.09.2021
Co-author:
Abstract:
FX forward curve is also called FX implied forward curve or FX derived curve. It is derived from USD zero rate curve and FX forward spreads and used to value FX trades.
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Forward Inflation Curve
Economics (Finance)
323 views
Date of upload:
25.09.2021
Co-author:
Abstract:
Inflation curve or inflation forward curve is also called Consumer Price Index (CPI) curve that is the term structures of CPI rates is defined as the relationship between CPI and different terms. The popular indices are Euro HICPxT, UK RPI, and US CPI.
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Inflation linked Bond Curve
Social Sciences (Economics)
254 views
Date of upload:
25.09.2021
Co-author:
Abstract:
Inflation indexed bonds, also called inflation linked bonds or real return bonds, are bonds where the principal is indexed to inflation or deflation on a daily basis in terms of a reference index, such as Consumer Price Index (CPI). The primary purpose of these bonds is the transfer of inflation risk.

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