Discover the BGM Model's role in pricing interest rate derivatives using LIBOR rates. Learn its applications, advantages, and insights for swaptions and caplets.

Over the last week, Treasury 2-year yields moved to 4.25% this week from 4.1% last week. At 10 years, this week’s yield is 4.4%, compared with 4.15% last week. As a result, the current 2-year/10-year ...

Treasury yields have shifted, with the 2-year yield at 3.99% and the 10-year yield at 4.32%, widening the 2-year/10-year spread to 0.33%. The probability of an inverted yield curve peaks at 24.2% by ...