FT MarketWatch

Matrix trading

Bond Swap strategy designed to Profit from unusual Yield curve differentials between bonds of different ratings or classes. This strategy tries to take advantage of situations in which differences in yields between different bond classes are not reflective of the differences in Risk associated with those bond classes.

Related Terms: 9 Class, Differential, Profit, Rating, Risk, Rent, Swap, Yield, Yield curve
Other Related Pages: Category: Bonds Starting With: M
Additional Related Terms: 10-K, Adjustable rate, Accrual bond, Accrual of discount, Accumulation bond, Agency bond, American Municipal Bond Assurance Corporation, Amortization of premium, Asset swap, Assumed bond