Abbreviation for spread-adjusted note; a debt instrument that bears a base rate fixed or linked to a sovereign rate (Treasury…
A debt instrument that bears a base rate fixed or linked to a sovereign rate (Treasury rate) and a specific…
A vertical spread with a bearish outlook. There are two main bear vertical spread strategies: the bear call spread and…
An asset swap which has a callable convertible bond (CB) as underlying. The underlying convertible bond is associated with a…
It stands for relative performance total return swap; a swap in which one counterparty makes a fixed payment to the...
A swap in which one counterparty makes a fixed payment to the other counterparty against a floating spread that corresponds...
The premium (or excess return) that the holder of a fixed-income security (a bond) earns, net of default losses, over...
An option trading strategy (a credit spread) which involves selling at-the-money and in-the-money options and purchasing a larger number of...
In connection with bonds and other instruments involving a deal of credit risk, it is the part of risk premium...
A credit spread, specifically a variant of an iron condor spread which is established by widening the spread distance furthermore....