A yen-denominated bond which is issued in Japan by a non-domiciled (foreign) borrower. This type of foreign bond is mainly…

A protected note that provides full capital protection to the holder, but the performances over the cliquet intervals are taken…

A convention for calculating yield on a debt security (T-bill, bond, note, etc) that assumes settlement of trade is made…

A bullet that pays no principal prior to a specified “targeted maturity date”. Thereafter, it pays monthly if the target…

An interest payment (coupon) that covers a shorter period than the other coupons on a bond. For example, in a…

A bullet security that pays no principal prior to a specified “targeted maturity date”. Thereafter, it pays monthly if the…

A hybrid debt instrument (having the geatures of both debt and equity) that pays a fixed coupon or a specific…

A type of a step-up coupon security which gives the holder a put option at each step-up point over the…

A type of a step-down coupon security which gives the holder a put option at each step-down point over the…

A bond swap that enails swapping substitute bond issues experiencing short-tem imbalances in yield spreads. The imbalance will correct itself…