1. How to calculate FX hedged bond yield?
  2. volatility adjustment on momentum

  3. Derivation of convexity formula
  4. Proxying historical bond futures duration
  5. Duration vs. Convexity Contradiction
  6. Choosing a proxy for asset credit event correlations
  7. Floating rate note value approximation

  8. Calculating expected loss using actual probabilities
  9. Wrong discount factors when finding Nelson Siegel Svensson model parameters
  10. I need liquidity metrics of a portfolio (2-5 bonds) that takes into consideration difference in size of bonds and maturity profile
  11. Bond Fair Value

  12. The ambiguity of the term "duration"

  13. How do I calculate the daily return for a U.S. Treasury Note
  14. Product Control Fixed Income - Interview Question
  15. Why would borrowing rates for repurchase agreements be negative
  16. Deriving the Forward Rate Formula from the Expectation Hypothesis
  17. Interest rate model with external variables
  18. Why do Fama French's "Common risk factors in the returns on stocks and bonds" use data starting in 1963? Availability or convenience for results?
  19. Question about using binomial interest rate tree to value callable bonds

  20. Bank discount yield and money market yield

  21. Interpretation of OAS on MBS
  22. Key Rate Duration for MBSs greater than Key Rate Tenor

  23. Z-Spread vs Discount Margin
  24. How can I break down the change in value for an inflation-linked bond
  25. Is it possible to sell protection on own asset with CDS?

  26. Issue with OLS Regression for Nelson Siegel Svensson parameters

  27. Modified duration and convexity of a bond in R
  28. What is the difference between Option Adjusted Spread (OAS) and Z-spread?

  29. Sovereign bond CDS data

  30. How do traders determine when points in a yield curve are at 'fair value'?

  31. Returns on actively trading bonds compared to equity?
  32. $R^{2}$ Measure for Functions (Yield Curves)

  33. Data sets - Inter-dealer order flow for OTC products

  34. How are short rate models used to construct the whole of the yield curve?

  35. Anyone have good literature on buying bullet vs barbell returns?

  36. Best python library for loan portfolio analytics?

  37. Convexity for historical bond data

  38. Turning time series of continuous bond interest rates into a total return index

  39. What are some of the best textbooks on Fixed Income securities?

  40. Definition of carry

  41. Proof of the convexity adjustment formula

  42. Is return required by a bond investor a function of base interest rate and credit worthiness of the issuer?

  43. What is the best alternative of Quantlib library
  44. Using PCA model to capture Risk on a box trade on Swap spread

  45. Pricing a fixed rate bond in Quantlib Python

  46. What's a covered bond?
  47. Why bond (individual or their benchmark index) graphs predominantly display yield rather than price?
  48. Two-factor Interest rate binomial tree

  49. Is there a way to price a prepayment penalty using Derivagem?
  50. Adjust a bond for PIK option

  51. Negative correlation between interest rates and credit spreads - Why?

  52. How to compare the value of bank Certificates of Deposit (CDs) with brokered CDs?

  53. Valuation of Fixed-Income Securities

  54. What is the "maturity" of an "investment option"?

  55. Question on pure carry for two bonds

  56. Riding the Yield Curve
  57. Auction roll liquidity premium - why use ASW?

  58. How do bond traders get all the different moving parts?

  59. How do you quantify the impact on bond if it becomes special?

  60. Is there a way to adjust a bond for a PIK option?

  61. Receiver Swaption and Callable Bond - Literature Proof?

  62. Treasury Bill and Treasury Bond : Quoted Price VS Cash Price VS Value of Bond
  63. Interest rate risk using copulas

  64. Machine Learning for Matrix Completion: The Case of a Sparse Credit Rating-Yield Matrix for Non-Liquid Corporate Bonds
  65. What does Buying 5 year and hedging with 2 year and 10 year mean?

  66. Daily amortization of bond issuance commission on a yield basis
  67. Bond ETF Dividends

  68. Black model for indices
  69. How is Bloomberg's fixed-equivalent yield on a floater calculated?

  70. Do price approximations lead to arbitrage opportunities?

  71. Carry calculation on an interest rate swap
  72. Compare the payoff of two investment with same initial capital
  73. Can OASD be different from OAD for a fixed income corporate bond?
  74. Cash-settled swaptions
  75. A predictive tool signaling when to move between different short-term instruments
  76. Short-rate models: Risk-premium of $T$-bonds

  77. Importance of z-spread in CDS-Bond Basis trading

  78. How can I measure the performance of a debt porfolio against a benchmark over a certain period of time?
  79. Roll down Treasury curve (Coupon effects)

  80. Carry and roll (upfront vs running)
  81. Tree representation of BDT model in John Hull's note
  82. How to roughly estimate long term term premia?

  83. Why Hull White 2 Factor model can't capture vol skew?

  84. A very simple question about convexity of a bond

  85. Where can I find historical daily term repo data?
  86. Does the FED lend directly to commercial&investment banks or is there an intermediary
  87. Alternate explanation of Duration

  88. How can a rise in real yields raise borrowing costs

  89. What is a bank's shadow rate

  90. What curve are you shifting when you calculate DV01 for a swap?

  91. Duality of callable bond price

  92. Discounted cash flows for bond valuation: exponential and simplified

  93. What exactly is a deposit futures contract?

  94. Literature on credit risk premia
  95. Arbitrage in HJM framework

  96. Appropriate approach to calculate duration for a loan fund (still in reinvestment period)

  97. US Treasury foreign buying/selling data

  98. Valuing the floating leg of a swap

  99. Duration of perpetual bond

  100. Finra Trace example