The discount on a money market instrument (such as Treasury bills, commercial paper, banker's acceptances, etc) that is expressed as...
A measure of the responsiveness (of equity value or bond loss- i.e., equity tranche or bond tranche in a portfolio)...
A measure of the responsiveness (of equity value or bond loss- i.e., equity tranche or bond tranche in a portfolio)...
A technique which is used to convert an interest rate of a given period into an interest rate of a...
A floating-rate note (FRN) which has a rate trigger allowing the interest to convert to a specified fixed rate for...
The change in the delta of a convertible with a given downward move in the underlying share. It is typically...
A bond that accrues interest over its life. Accrued interest is only payable at the maturity date of the bond....
A commercial paper that is sold directly by issuers to individual investors without the intervention of a securities dealer as...
The interest rate that is used in discounting the cash flows of an instrument, firm or project to determine its...
A fixed rate note in which the rate is higher than usual and the principal will be paid back either...