The expected yield to maturity (YTM) of a bond/ note that is adjusted for an embedded option (e.g., an issuer's...

It stands for price value of a basis point; a method of measuring the price sensitivity of a fixed-income security...

A method of measuring the price sensitivity of a fixed-income security in monetary terms. This reflects absolute change in the...

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

Though it has several meanings in different contexts, it is usually defined as a tool that measures the sensitivity of...

A type of equity derivative; it stands for yield enhanced equity linked security; it is a structured convertible security (equity-linked...

A type of equity derivative; it is a structured convertible security (equity-linked note- ELN) issued by Lehman Brothers. It was...

A type of equity derivative; it stands for yield enhanced equity linked security; it is a structured convertible security (equity-linked...

A note that pays interest only if the floating interest rate (such as LIBOR) stays within a prespecified range. This...

A measure of interest rate risk that calculates the change in yield (of a fixed-income security) in response to a...