The amount by which the market value of the security used as collateral exceeds the face value of the loan....

The rate which results from a cash/futures arbitrage. More specifically, it is the rate of return that an investor can...

A transaction that assumes there will be adequate market exposure that would allow market participants to gain sufficient knowledge about...

The stated price (flat price) of a bond in a quote sheet plus accrued interest. In other words, it represents the present value...

An option (here a put option) that gives a issue the right, but not the obligation, to put a bond...

An option (here a put) that gives a issue the right, but not the obligation, to put a bond (puttable...

An option (here a call) that allows the holder of a callable bond (which is also a convertible bond) to...

An option (here a call option) that allows the holder of a callable bond (which is also a convertible bond)...

A measure of the mismatch between assets and liabilities. By definition, it is the weighted duration of assets minus the product of the...

A convertible bond (CB) that can be called by the issuer any time over its life (time to maturity) or any time after a...