For a convertible bond, it is the excess of running (current) yield over equity dividend yield: Convertible yield advantage =...

The difference in yield to maturity (YTM) between two bonds (bond issues) or two classes of bonds with similar maturities....

The quotient of two bond yields, i.e., the ratio of the yield on some bond to the yield on a...

A measure of a bond's convexity which takes into account the convexity of options embedded within the bond. It captures...

With respect to bonds, it is the bond dollar value of one basis point (0.01%) adjusted with an embedded option...

It stands for option-adjusted DV01. With respect to bonds, it is the bond dollar value of one basis point (0.01%)...

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

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,...