The coupon rate at which the price of a bond (or a note, etc.) is made to equal its nominal...
A floating-rate note (floater) in which the periodic coupon depends on the performance of some embedded option with an underlying...
An interest payment on a bond that is more or less than interest payment of typical six months. This is...
An interest payment on a bond that is more or less than interest payment of typical six months. This is...
The basis point value (BPV) of a swap is the amount by which the swap's value changes in response to a change of one basis...
The fixed-rate of interest on the fixed-rate leg of an interest rate swap or a currency swap (or any similar structures). More specifically, swap...
AÂ bond which is typically issued with a special provision allowing the initial interest to be reset on specified dates so...
A bond which is typically issued with a special provision allowing the initial interest to be reset on specified dates so that...
Commonly, it is the additional amount (spread) that the issuer of a debt instrument (such a bond or a floater)...
It stands for interest-only swap; a form of cross currency swap that entails no exchange of principal in two different...