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Contingent Coupon Reverse Convertible

A reverse convertible in which the coupon is made contingent on a specific event such as trading in a range...

Coupon Bond

A bond that pays interest on surrender of the coupons, clipped from its certificate. The holder of a coupon bond...

Coupon Equivalent Yield

The rate of return which is quoted on bonds on the basis of simple interest, i.e., without accounting for the...

Contingent Coupon Callable Yield Note

A callable yield note (CYN) and an income product in which the coupon is linked to the performance of two...

Capped FRN

A floating-rate note (FRN) in which coupon rates (coupon reset rates) are subject to an upper limit. Like standard FRNs,...

Capped Protected Bull Note

A protected bull note whose performance is capped (i.e., subject to a cap) at a maximum value irrespective of the...

Capped Booster Note

A yield enhancement note that provides capped upside participation (exceeding 1 to 1, i.e., above 100%, subject to the cap...

Capped Bonus Certificate

A bonus certificate that has an additional feature: a cap or upside limit. The cap technically increases the safety buffer...

CMBS Interest Only

It stands for commercial mortgage-backed securities (CMBS) interest only (IO). These IOs (stripped mortgage products) are coupons stripped from an...

CMBS IO

It stands for commercial mortgage-backed securities (CMBS) interest only (IO). These IOs (stripped mortgage products) are coupons stripped from an...