Constant Maturity — Used by the Federal Reserve Board to quote the yields on various treasury securities, adjusted to an equivalent maturity. By providing the constant maturity yields, the Fed allows investors to compare against securities with the same maturity… … Investment dictionary
constant maturity Treasury — ( CMT) An average of the yields from various Treasury securities that all have the same remaining time until maturity. For example, the one year CMT is the average yield of various Treasury securities maturing in one year. CMT indexes are… … Financial and business terms
Constant maturity swap — A constant maturity swap, also known as a CMS, is a swap that allows the purchaser to fix the duration of received flows on a swap. The floating leg of an interest rate swap typically resets against a published index. The floating leg of a… … Wikipedia
Constant maturity credit default swap — A constant maturity credit default swap (CMCDS) is a type of credit derivative product, similar to a standard Credit Default Swap (CDS). Addressing CMCDS typically requires prior understanding of credit default swaps. In a CMCDS the protection… … Wikipedia
Constant Maturity Swap - CMS — A variation of the regular interest rate swap. In a constant maturity swap, the floating interest portion is reset periodically according to a fixed maturity market rate of a product with a duration extending beyond that of the swap s reset… … Investment dictionary
Constant Maturity Swap — zwei Beispiele für Zeitreihen von Swapraten: die 10 und die 2 Jahres Swaprate und der Spread zwischen den beiden Der Constant Maturity Swap ist eine Form des Zinsswaps, bei dem die Zinszahlung eines Swappartners in regelmäßigen Abständen an einen … Deutsch Wikipedia
Constant Maturity Credit Default Swap — A Constant Maturity Credit Default Swap or (CMCDS) is a type of credit derivative product, similar to a standard Credit Default Swap. The difference is that a CMCDS pays a floating spread, using a traded CDS as a reference index. CMCDS may… … Wikipedia
Constant proportion portfolio insurance — (CPPI) is a capital guarantee derivative security that embeds a dynamic trading strategy in order to provide participation to the performance of a certain underlying asset. See also dynamic asset allocation. The intuition behind CPPI was adopted… … Wikipedia
One-Year Constant Maturity Treasury - 1-Year CMT — The interpolated one year yield of the most recently auctioned four , 13 and 26 week U.S. Treasury bills, plus the most recently auctioned 2 , 3 , 5 and 10 year U.S. Treasury notes as well as the most recently auctioned U.S. Treasury 30 year bond … Investment dictionary
Constant Elasticity of Variance Model — In mathematical finance, the CEV or Constant Elasticity of Variance model is a stochastic volatility model, which attempts to capture stochastic volatility and the leverage effect. The model is widely used by practitioners in the financial… … Wikipedia
