Carry and slide in fixed income instruments (swaps)

Discussion in 'Trading' started by Ruph, Oct 21, 2006.

  1. Ruph

    Ruph

    I was wondering if someone could give an explanation of the terms Carry and Slide in fixed income instruments (swaps). I'm having a hard time understanding their concepts. Also, an example might help in how to calculate day's Carry and Slide PnL on a swap or bond.

    thanks.