A type of transformation that is based on the use of interest rate swaps. It is the process whereby an investor lends money...

A trade that consists of taking a position in a bond and an opposite position in a swap for the...

A swap which involves an exchange of interest calculated by reference to the Retail Prices Index (RPI) and another reference...

A futures option in which the underlying of the underlying futures is a bond. In more specific terms, a bond...

It is a call option on  a bond; a bond option which gives the holder the right, without the obligation,...

A bond that pays large coupons over its life. This bond typically sells at par, while the holder receives a...

A bond that pays large coupons over its life. This bond typically sells at par, while the holder receives a...

With respect to convertible bonds, it is the principal amount divided by the bond's conversion ratio, which is actually the...

A bond that is issued for the sake of refinancing an existing bond issue before maturity. The proceeds from the...

The expected future values of the Bond Market Association (BMA) index, where expectations are taken in the corresponding forward probability...