The quotient of two bond yields, i.e., the ratio of the yield on some bond to the yield on a...
A measure of a bond's convexity which takes into account the convexity of options embedded within the bond. It captures...
A bond that pays a coupon below market floating rate but allows the issuer, thanks to an embedded Bermudan swaption,...
A medium to long-term debt obligation (note) that has its coupon rate linked to some reference interest rate (specifically a...
A graph that plots the relationship between yield to maturity (YTM) and maturity for a set of similar bonds (or...
The coupon rate at which the price of a bond (or a note, etc.) is made to equal its nominal...
The coupon rate at which the price of a bond (or a note, etc.) is made to equal its nominal...
A structural feature that gives protection to senior bondholders (noteholders) against a deterioration of credit support. It applies a host...
Also, zero-coupon bond; a bond that accrues interest over its life. Accrued interest is only payable at the maturity date...
A bond that accrues interest over its life. Accrued interest is only payable at the maturity date of the bond....