A note that provides the investor with fixed coupon payment over the course of its life, typically ranging from two...

An interest-only (IO) which entitles its holder to receive a fixed coupon stripped off a collateral weighted average coupon (WAC)....

An interest-only (IO) which the rate is fixed at a level lower than the actual interest payments on the underlying...

An abbreviated form for dual-index floating-rate note; a bond/ note with a coupon that depends on two different floating-rate indexes....

A note whose coupon rate is linked to the difference between two active market indexes. such as the difference between...

A bond that contains an embedded option granting the holder the right to choose currencies for interest payment and principal...

A bond that pays interest (coupon) in one currency and principal in another currency. This type of bond may be...

A bond with coupons that change to preset levels on specific dates. More specifically, the bond pays a given coupon...

A bond that contains an embedded option granting the holder the right to choose currencies for interest payment and principal...

The percentage by which the conversion price (in a convertible) exceeds the current stock price. The following equation illustrates this:...