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Riding The Yield Curve

The return from a bond that reflects the increased total yield of the bond resulting from buying or selling it...

Rolling Down The Yield Curve

The return from a bond that reflects the increased total yield of the bond resulting from buying or selling it...

Roll-Down Return

The return from a bond that reflects the increased total yield of the bond resulting from buying or selling it...

Government Bond Yield

The yield on a government bond is the interest rate that a government pays for the amounts of money it...

Bond Current Yield

The actual return a bondholder will receive on the bond, based on its current market price. It is given by:...

Bond Yield Warrant

A warrant whose value is linked to bond yields so that investors can take a view on the direction of…

Matrix Trading

The process of swapping bonds of different classes or riskiness to take advantage of lucrative discrepancies in yield. For example,...

Range Accrual Bond

A bond that pays interest only if the floating interest rate (such as LIBOR) or aninterest rate option underlying a…

RAN

It stands for range accrual note; a note that pays interest only if the floating interest rate (such as LIBOR)...

Price Yield Curve

A curve that depicts the relationship between the annual yield on a coupon bond (coupon-bearing bond) and its price. Coupons...