The single discount rate which, when applied to all cash flows including principal repayment, give a bond price equal to...

A return rate on a fixed-income security or a share of stock as related to the current market price. In...

A basis swap in which the reference rates on which are based the two interest payment legs are set at...

A basis swap in which both parties pay a floating rate, but based on two different indexes. For example, one...

A trading in which the underlying is the yield curve. Traders and investors use various strategies to buy the interest...

The return which is realized during the period a bond is held (therefore, it is a holding period return). If...

A measure of yield that reflects the actual yield-to-maturity earned on an investment (security). In other words, it represents the...

A form of zero-coupon convertible bond (convertible zero-coupon bond) that was introduced by Merrill Lynch in 1985. This note was...

In relation to bonds, it is the risk (a type of interest rate risk) that the reinvestment rate will drop...

The basis points which are added to the yield at each point on the spot treasury rate curve marking the...