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Adams, J. and Smith, D.J. (2011) Pre-Issuance Hedging of Fixed-Rate Debt. Journal of Applied Corporate Finance, 23, 102-112.
https://doi.org/10.1111/j.1745-6622.2011.00356.x

has been cited by the following article:

• TITLE: Hedging the Treasury Lock

  AUTHORS: Mario Pucci

  KEYWORDS: Treasury, Lock, T-Lock, Hedging, Arbitrage-Free, Convexity, Gamma, Repo

  JOURNAL NAME: Journal of Mathematical Finance, Vol.9 No.3, August 13, 2019

  ABSTRACT: The Treasury lock is a common pre-hedging derivative strategy the Street offers to their corporate clients. The paper provides a justification of the common practice of booking a short position in the Treasury lock as a forward contract on the underlying benchmark and a short position in the Then-Current Treasury lock as a forward contract on underlying benchmark rolled over the life of the contract.