A callable bond that is structured in a way that the issuer can recall it at any time over its...
A callable bond which is subject to a call-protection period. A deferred callable bond can be recalled (repurchased) by the...
A note or bond whose coupons are based on the difference between two floating-rate indexes. Typically, these notes or bonds...
The expected yield to maturity (YTM) of a bond/ note that is adjusted for an embedded option (e.g., an issuer's...
The credit spread that is added over the spot rates (the Treasury spot rate curve, the LIBOR rate curve, etc)...
A conventional bond that pays the face value (redemption) at a single date, rather than spreading the payment of which...
It stands for yield to call; the return on a callable bond which is likely to be redeemed at a...
The return on a callable bond which is likely to be redeemed at a call price before it reaches maturity....
A measure of a bond's convexity which takes into account the convexity of options embedded within the bond. It captures...
A measure of a bond's convexity which takes into account the convexity of options embedded within the bond. It captures the curvature of the price/yield...
