Warning: Creating default object from empty value in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/plugins/independent-core/admin/ReduxCore/inc/class.redux_filesystem.php on line 29 Fixed-Income Security – Page 4 – Fincyclopedia
[wpdreams_ajaxsearchpro id=44 ]
  • Monday, April 28, 2025
  • The Financial Encyclopedia
[wpdreams_ajaxsearchpro id=43 ]
Notice: Undefined variable: myString in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/themes/independent/tag.php on line 49

YTM

It stands for yield-to-maturity; the percentage annual rate of return (discounted) which is paid on a fixed-income security (such as...

    Yield-To-Maturity

    The percentage annual rate of return (discounted) which is paid on a fixed-income security (such as a bond, note, gilt,...

      DV01

      It stands for dollar value of one basis point; DV01 captures the effect of a one-basis movement in interest rates...

        DVDZ

        It stands for dollar value dollar spot; a special case of DV01 that represents a change in the price of...

          DPDZ

          It stands for dollar price dollar spot; a special case of DV01 that represents a change in the price of...

            DPDF

            It stands for dollar price dollar forward; a special case of DV01 that represents a change in the price of...

              DVDF

              It stands for dollar value dollar forward; a special case of DV01 that represents a change in the price of...

                Yield-Based DV01

                A special case of DV01 (actually it is similar to DV01), but it is based on the assumption that the...

                  Nonlinear Derivative

                  A derivative or fixed-income security which features high convexity, i.e., its sensitivity changes with the passage of time or with...

                    Linear Derivative

                    An option-related instrument or fixed-income security which features low or no convexity, i.e., its sensitivity changes with the passage of...