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

An event of significant magnitude that takes place or is observed at the end-or tail- of a bell curve- i.e.,...

A bond that pays a coupon below market floating rate but allows the issuer, thanks to an embedded Bermudan swaption,...

A type of repo (repurchase agreement) in which the interest rate is variable- i.e., it it changes (floats) in accordance...

A type of repo (repurchase agreement) in which the interest rate is changed (floats) in accordance with change in an...

A medium to long-term debt obligation (note) that has its coupon rate linked to some reference interest rate (specifically a...