An interest-only bond (tranche) that receives the excess interest (difference between the coupon rate on the underlying tranches and the...

An interest-only bond (tranche) that receives the excess interest (difference between the coupon rate on the underlying tranches and the...

A standardized bond (in terms of its coupon and maturity) that is used as the basis for bond futures contracts....

A hybrid derivative instrument that allows investors harboring a strong feeling that rates will fall below a specific level to...

An interest rate product which pays a coupon linked to the absolute volatility of an interest rate index over a...

The amount of interest paid annually on a bond or note expressed as a percentage of its face or par...

The regular amount of interest payment that is made to bondholders during the lifetime of a bond (or a similar...

A bond with a long period remaining until maturity date. Bonds with more than two years to maturity are often...

An interest payment (coupon) that covers a longer period than the other coupons on a bond. For example, in a...

The coupon rate at which the price of a bond (or a note, etc.) is made to equal its nominal...