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Stock Yield

The yield on a stock is its rate of return over a certain period of time. The rate of return...

Yield

The rate of return on an investment (broadly, return on capital) that is obtained over a period of time (marking...

CPY

It stands for conditional prepayment yield; a measure of prepayment speed in asset backed securities (ABS) and other specific structures/...

Constant Prepayment Yield

A measure of prepayment speed in asset backed securities (ABS) and other specific structures/ instruments (CMBS). This measure relates to...

USGG9M

The index of US government bonds with a 9-month maturity (9-month notes or in general 9-month treasuries). It measures the...

USGG6M

The index of US government bonds with a 6-month maturity (6-month notes or in general 6-month treasuries). It measures the...

USGG3M

The index of US government bonds with a 3-month maturity (3-month notes or in general 3-month treasuries). It measures the...

Government Bond Yield

The yield on a government bond is the interest rate that a government pays for the amounts of money it...

Yield Giveup Swap

A bond swap and particularly a form of the intermarket spread swap whereby an investor may be compensated for the…

Skip-Day Settlement

A convention for calculating yield on a debt security (T-bill, bond, note, etc) that assumes settlement of trade is made…