A bond whereby the issuer is allowed to defer coupon interest for a specified period of time. During the deferred-coupon...
A special type of deferred-coupon bond in which coupon interest is deferred for a specified period in the future. Typically,...
A callable bond which is subject to a call-protection period. A deferred callable bond can be recalled (repurchased) by the...
A bond that pays interest on surrender of the coupons, clipped from its certificate. The holder of a coupon bond...
The rate of return which is quoted on bonds on the basis of simple interest, i.e., without accounting for the...
A note or bond whose coupons are based on the difference between two floating-rate indexes. Typically, these notes or bonds...
A tool that measures the average length of time the holder of a bond has to wait before receiving cash...
A hedge that involves offsetting an exposure to a risk factor, wholly or partially, by an opposite exposure to that...
A variant of the Altiplano protected note which provides a series of annual worst-of knock-out coupons, rather than one at...
The net interest accrued on a bond since its last ex-dividend date. The following formula is usually used to calculate...