January 2023
Intermediate to advanced
129 pages
3h 35m
English
Content preview from Inflation-Linked Bonds and Derivatives
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List of Abbreviations
- €QE, €QE2
-
the first and second round of Quantitative Easing by the European Central Bank (ECB)
- ASW
-
asset-swap
- AuM
-
Assets Under Management
- BE
-
Belgium
- CMS
-
Constant Maturity Swap
- CPI
-
Consumer Price Index
- CSPP
-
corporate Sector Purchase Program, a bond buying exercise by the ECB
- CTD
-
cheapest to deliver
- DMO
-
debt management office
- DV01
-
Dollar Value of one basis point
- ECB
-
European Central Bank
- EE
-
Estonia
- EMU
-
Economic and Monetary Union
- EONIA
-
Euro OverNight Index Average
- EX
-
Spain
- FI
-
Finland
- FR
-
France
- FRIx
-
French CPI ex tobacco (Indice des prix à la consummation)
- GE
-
Germany
- GR
-
Greece
- HICPx
-
Harmonised Index of Consumer Prices ex. Tobacco
- ILB
-
index-linked Bond
- ILB
-
Inflation-Linked Bond
- ILS
-
Inflation-linked ...
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