A peso-denominated bond that is issued by the Mexican government and whose coupons and principal are indexed to the U.S dollar at...
Commonly, it is the additional amount (spread) that the issuer of a debt instrument (such a bond or a floater)...
A bond in which a percentage of coupon payments is converted into capital (principal). In other words, the capital amount outstanding is increased over...
The interest which is earned by the holder of a debt instrument or interest rate derivative but not yet paid. In bonds, it is...
A duration measure that is derived from multiplying a bond's modified duration by the bond price. It is the price change for a 100 basis points change in yield....
A convexity measure that captures the the approximate change in a bond's dollar price that is not explained by duration. Dollar convexity= convexity ×...
A CPI-linked swap where counterparties exchange a floating nominal rate like LIBOR on an annual basis against an inflation-indexed bond...
The rate which results from a cash/futures arbitrage. More specifically, it is the rate of return that an investor can...
The stated price (flat price) of a bond in a quote sheet plus accrued interest. In other words, it represents the present value...
A financial ratio that is calculated by dividing the total value of bonds due after one year by the total market capitalization: It...