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

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

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

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

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

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

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

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

The actual return a bondholder will receive on the bond, based on its current market price. It is given by:...

A short form of range accrual promissory note; a type of structured promissory note that has the potential to increase the…