A bond that is issued as a zero-coupon bond but which converts to a coupon paying bond at a specific...
It stands for knock-out floating rate note; a barrier floating rate note in which the coupon is deactivated (knocked-out) if...
It stands for coupon barrier autocall note; an autocall note that is subject to a coupon barrier with an opportunity...
It stands for coupon-only swap; a form of cross currency swap that entails no exchange of principal in two different...
The interest payment (coupon) on an inverse floater; the floater offers a coupon that increases when interest rates fall and...
The actual return a bondholder will receive on the bond, based on its current market price. It is given by:...
The current yield on a convertible is similar to the dividend yield on a share of stock. It is calculated...
A bond with a current coupon has an interest coupon very close to the coupons being carried on new issues...
A bond with a full coupon has an interest coupon very close to the coupons being carried on new issues...
The number of times the exchange of swap coupons (cash flows on both legs) is carried out over the life...