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BA

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

OA

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

Unfunded TRS

A total return swap (TRS) entails the payment of fixed or floating interest in return for the total return of...

Funded TRS

A total return swap (TRS) entails the payment of fixed or floating interest in return for the total return of...

Trigger BRC

It stands for trigger barrier reverse convertible; a variant of barrier reverse convertible (BRC)- a structured product- which is structured...

YTM

It stands for yield-to-maturity; the percentage annual rate of return (discounted) which is paid on a fixed-income security (such as...

HC

It stands for historical cost; in the conventions of Islamic accounting, the historical cost of an asset is its fair...

YV1/32

It stands for yield value for a 32nd;; a measure of dollar price volatility of a Treasury security that calculates...

YV32

It stands for yield value for a 32nd;; a measure of dollar price volatility of a Treasury security that calculates...

DV01

It stands for dollar value of one basis point; DV01 captures the effect of a one-basis movement in interest rates...