A structured product (structured certificate) that faithfully tracks the performance of its underlying. Its risk-return profile is identical to that...

An event of significant magnitude that takes place or is observed at the end-or tail- of a bell curve- i.e.,...

A bond that pays a coupon below market floating rate but allows the issuer, thanks to an embedded Bermudan swaption,...

A type of repo (repurchase agreement) in which the interest rate is variable- i.e., it it changes (floats) in accordance...

A type of repo (repurchase agreement) in which the interest rate is changed (floats) in accordance with change in an...

A medium to long-term debt obligation (note) that has its coupon rate linked to some reference interest rate (specifically a...

A graph that plots the relationship between yield to maturity (YTM) and maturity for a set of similar bonds (or...

It stands for step-up recovery floating-rate note; a floating-rate note (floater or FRN) that typically pays 50% of a Constant-...

A floating-rate note/ floater (FRN) that typically pays 50% of a Constant- Maturity Treasury (CMS) rate plus a specific spread...

A floating-rate note/ floater (FRN) that typically pays 50% of a Constant- Maturity Treasury (CMS) rate plus a specific spread...