A measure of a bond's convexity which takes into account the convexity of options embedded within the bond. It captures...

With respect to bonds, it is the bond dollar value of one basis point (0.01%) adjusted with an embedded option...

It stands for option-adjusted DV01. With respect to bonds, it is the bond dollar value of one basis point (0.01%)...

A structured product (structured certificate) that faithfully tracks the performance of its underlying. Its risk-return profile is identical to that...

A repurchase agreement (repo) which has no specific repurchase date. In other words, the term of an open repurchase agreement...

A repurchase agreement (repo) which has no specific repurchase date. In other words, the term of an open RP is...

A repurchase agreement (repo) which has no specific repurchase date. In other words, the term of an open repo is...

It stands for owner arbitrage; a type of one-way arbitrage which capitalizes on violations to the law of one price...

A type of arbitrage (inter-market price differential) that involves only one side of the arbitrage transaction. For example, a trader...

A type of one-way arbitrage which capitalizes on violations to the law of one price (LOP) for lending rate (bid)....