Basis: Difference between revisions
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imported>Doug Williamson (Expand first definition. Source: linked page.) |
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1. | 1. ''Market conventions.'' | ||
The method or convention under which a value or price has been calculated. | The method or convention under which a value or price has been calculated. | ||
| Line 6: | Line 6: | ||
2. | 2. ''Risk identification.'' | ||
Abbreviation for basis risk. | |||
3. | 3. ''Futures markets.'' | ||
In futures markets, the price differential between the price of the asset underlying the futures contract and the price of the futures contract. | In futures markets, the price differential between (1) the price of the asset underlying the futures contract and (2) the price of the futures contract. | ||
== See also == | == See also == | ||
* [[Accruals basis]] | |||
* [[Base]] | * [[Base]] | ||
* [[Basis risk]] | * [[Basis risk]] | ||
* [[Futures]] | * [[Convention]] | ||
* [[Forward contract]] | |||
* [[Futures contract]] | |||
* [[Risk identification]] | |||
* [[Underlying asset]] | |||
[[Category:The_business_context]] | [[Category:The_business_context]] | ||
[[Category:Financial_products_and_markets]] | [[Category:Financial_products_and_markets]] | ||
Latest revision as of 15:28, 4 August 2022
1. Market conventions.
The method or convention under which a value or price has been calculated.
Sometimes known as the base.
2. Risk identification.
Abbreviation for basis risk.
3. Futures markets.
In futures markets, the price differential between (1) the price of the asset underlying the futures contract and (2) the price of the futures contract.
