It stands for structured upward participating equity receipt; a structured equity-linked note (ELN) that is created by combining a zero-coupon...
It stands for option-adjusted DV01. With respect to bonds, it is the bond dollar value of one basis point (0.01%)...
It stands for step-up recovery floating-rate note; a floating-rate note (floater or FRN) that typically pays 50% of a Constant-...
A floating-rate note/ floater (FRN) that typically pays 50% of a Constant- Maturity Treasury (CMS) rate plus a specific spread...
It stands for borrower arbitrage; a type of one-way arbitrage which capitalizes on violations to the law of one price...
It stands for owner arbitrage; a type of one-way arbitrage which capitalizes on violations to the law of one price...
It stands for trigger barrier reverse convertible; a variant of barrier reverse convertible (BRC)- a structured product- which is structured...
It stands for yield-to-maturity; the percentage annual rate of return (discounted) which is paid on a fixed-income security (such as...
It stands for yield value for a 32nd;; a measure of dollar price volatility of a Treasury security that calculates...
It stands for yield value for a 32nd;; a measure of dollar price volatility of a Treasury security that calculates...