Fixed Income Analysis Glossary

Important definitions and terminologies used in Fixed Income Analysis

A

  • Accrued interest in Fixed Income Analysis
  • accrued interest in Fixed Income Analysis
  • adjusted options in Fixed Income Analysis
  • Agency Debt in Fixed Income Analysis
  • agency/GSE in Fixed Income Analysis
  • all or none in Fixed Income Analysis
  • Amortization in Fixed Income Analysis
  • Arithmetic Mean in Fixed Income Analysis
  • ask yield to maturity in Fixed Income Analysis
  • Asset-backed securities in Fixed Income Analysis
  • auction date in Fixed Income Analysis
  • auction in Fixed Income Analysis
  • Auto Roll in Fixed Income Analysis
  • average coupon rate in Fixed Income Analysis
  • Average life in Fixed Income Analysis
  • average price in Fixed Income Analysis
  • average yield in Fixed Income Analysis
  • average yield to worst in Fixed Income Analysis

B

  • Basis point in Fixed Income Analysis
  • basis point in Fixed Income Analysis
  • Benchmark Auctions Schedule in Fixed Income Analysis
  • benchmark formula in Fixed Income Analysis
  • benchmark reference in Fixed Income Analysis
  • Bid -Offer Spreads in Fixed Income Analysis
  • bid in Fixed Income Analysis
  • bid request in Fixed Income Analysis
  • Bloomberg in Fixed Income Analysis
  • Bond equivalent yield in Fixed Income Analysis
  • Bond in Fixed Income Analysis
  • Bond rating in Fixed Income Analysis
  • bond type in Fixed Income Analysis
  • Bullet bond in Fixed Income Analysis
  • buy/sell in Fixed Income Analysis

C

  • call feature in Fixed Income Analysis
  • call protection in Fixed Income Analysis
  • call provision in Fixed Income Analysis
  • call schedule in Fixed Income Analysis
  • Callable bond in Fixed Income Analysis
  • callable in Fixed Income Analysis
  • called bonds in Fixed Income Analysis
  • Capital structure in Fixed Income Analysis
  • Cash flow matching in Fixed Income Analysis
  • Clean price in Fixed Income Analysis
  • Collateralized debt obligation in Fixed Income Analysis
  • Commercial paper in Fixed Income Analysis
  • conditional call in Fixed Income Analysis
  • conduit bonds in Fixed Income Analysis
  • conservator in Fixed Income Analysis
  • Constant Perpetuity in Fixed Income Analysis
  • contemporaneous cost in Fixed Income Analysis
  • continuously callable in Fixed Income Analysis
  • convertible bond in Fixed Income Analysis
  • Convexity in Fixed Income Analysis
  • Convexity in Fixed Income Analysis
  • convexity to worst in Fixed Income Analysis
  • corporate bond in Fixed Income Analysis
  • corporate debt in Fixed Income Analysis
  • Corporate Debt Pricing in Fixed Income Analysis
  • Corporate Debt Securities in Fixed Income Analysis
  • Correlation in Fixed Income Analysis
  • coupon frequency in Fixed Income Analysis
  • coupon in Fixed Income Analysis
  • Coupon rate in Fixed Income Analysis
  • Coupon Rate in Fixed Income Analysis
  • coupon rate in Fixed Income Analysis
  • coupon type in Fixed Income Analysis
  • Covariance in Fixed Income Analysis
  • Credit analysis in Fixed Income Analysis
  • Credit default swap in Fixed Income Analysis
  • Credit Default Swaps in Fixed Income Analysis
  • credit quality in Fixed Income Analysis
  • credit risk in Fixed Income Analysis
  • Credit Spread in Fixed Income Analysis
  • Credit Spreads Puzzle in Fixed Income Analysis
  • creditor in Fixed Income Analysis
  • creditworthiness in Fixed Income Analysis
  • current factor effective date in Fixed Income Analysis
  • current factor in Fixed Income Analysis
  • current rate effective date in Fixed Income Analysis
  • Current yield in Fixed Income Analysis
  • Current Yield in Fixed Income Analysis
  • current yield in Fixed Income Analysis

D

  • dated date in Fixed Income Analysis
  • day count basis in Fixed Income Analysis
  • day order in Fixed Income Analysis
  • Debenture in Fixed Income Analysis
  • Debt Contracts in Fixed Income Analysis
  • Debt securities in Fixed Income Analysis
  • Debt Securities in Fixed Income Analysis
  • Default risk in Fixed Income Analysis
  • Discount Factor in Fixed Income Analysis
  • Duration in Fixed Income Analysis
  • Duration in Fixed Income Analysis
  • Duration in Fixed Income Analysis
  • DV/PVBP or Price Risk in Fixed Income Analysis
  • DVO in Fixed Income Analysis

E

  • Economic Cycle in Fixed Income Analysis
  • Embedded option in Fixed Income Analysis
  • Eurobond in Fixed Income Analysis
  • Eurodollar Futures Contracts in Fixed Income Analysis
  • Expected Value in Fixed Income Analysis

F

  • Face value in Fixed Income Analysis
  • Federal Reserve in Fixed Income Analysis
  • Federal Reserve(Central Bank) in Fixed Income Analysis
  • Fixed income in Fixed Income Analysis
  • Fixed-income securities in Fixed Income Analysis
  • Floating-rate note in Fixed Income Analysis
  • Forward Contracts in Fixed Income Analysis
  • Futures Contracts in Fixed Income Analysis

G

  • Government bond in Fixed Income Analysis
  • Growing Perpetuity in Fixed Income Analysis

H

  • High-yield bond in Fixed Income Analysis

I

  • Indenture in Fixed Income Analysis
  • Indexed Debt in Fixed Income Analysis
  • Inflation in Fixed Income Analysis
  • Interdealer Brokers in Fixed Income Analysis
  • Interest rate risk in Fixed Income Analysis
  • Interest-Rate Swaps in Fixed Income Analysis
  • Investment grade in Fixed Income Analysis
  • Issuer in Fixed Income Analysis

L

  • LIBOR in Fixed Income Analysis
  • Liquidity Preference Theory in Fixed Income Analysis
  • Liquidity risk in Fixed Income Analysis

M

  • Market risk in Fixed Income Analysis
  • Market Segmentation Theory in Fixed Income Analysis
  • Maturity in Fixed Income Analysis
  • Modified duration in Fixed Income Analysis
  • Monetary Policies in Fixed Income Analysis
  • Mortgage-backed security in Fixed Income Analysis
  • Mortgages in Fixed Income Analysis
  • Moving Average in Fixed Income Analysis
  • Municipal bond in Fixed Income Analysis

N

  • Nominal Value in Fixed Income Analysis
  • Nominal yield in Fixed Income Analysis

O

  • Offer Rate in Fixed Income Analysis
  • Option-adjusted spread in Fixed Income Analysis
  • Overnight Index Swaps (OIS) in Fixed Income Analysis
  • Overnight Interest Rates in Fixed Income Analysis

P

  • Par value in Fixed Income Analysis
  • Par Value in Fixed Income Analysis
  • Pension Funds in Fixed Income Analysis
  • Portfolio in Fixed Income Analysis
  • Premium bond in Fixed Income Analysis
  • Prepayment risk in Fixed Income Analysis
  • Price volatility in Fixed Income Analysis
  • Price-Yield Conventions in Fixed Income Analysis
  • Primary Markets in Fixed Income Analysis
  • Principal in Fixed Income Analysis
  • Pure Expectations Theory in Fixed Income Analysis
  • Put bond in Fixed Income Analysis

R

  • Rate of return in Fixed Income Analysis
  • Rating Agencies in Fixed Income Analysis
  • Real interest rate in Fixed Income Analysis
  • Recovery rate in Fixed Income Analysis
  • Redemption in Fixed Income Analysis
  • Reduced-Form Models in Fixed Income Analysis
  • Reinvestment risk in Fixed Income Analysis
  • REMICS in Fixed Income Analysis
  • Repurchase (Repo) Agreements in Fixed Income Analysis
  • Reverse Repo Contracts in Fixed Income Analysis
  • Risk premium in Fixed Income Analysis
  • Risk-free rate in Fixed Income Analysis

S

  • Secondary market in Fixed Income Analysis
  • Secondary Markets in Fixed Income Analysis
  • Securitization in Fixed Income Analysis
  • Seniority in Fixed Income Analysis
  • Simple interest in Fixed Income Analysis
  • Sinking fund in Fixed Income Analysis
  • Sovereign bond in Fixed Income Analysis
  • Spread duration in Fixed Income Analysis
  • Spread in Fixed Income Analysis
  • Standard Deviation in Fixed Income Analysis
  • Strip bond in Fixed Income Analysis
  • STRIPS Markets in Fixed Income Analysis
  • Subordinated debt in Fixed Income Analysis
  • Sum of Squares in Fixed Income Analysis
  • Supranational in Fixed Income Analysis
  • Swap Bid Rate in Fixed Income Analysis
  • Swap Spreads in Fixed Income Analysis
  • Swaptions in Fixed Income Analysis

T

  • T-Bills in Fixed Income Analysis
  • T-Notes and T-Bonds in Fixed Income Analysis
  • Term structure of interest rates in Fixed Income Analysis
  • Time Value of Money in Fixed Income Analysis
  • Treasury bond in Fixed Income Analysis
  • Treasury Futures Contracts in Fixed Income Analysis

V

  • Valuation in Fixed Income Analysis
  • Variance in Fixed Income Analysis

W

  • Weighted Average in Fixed Income Analysis
  • Weighted average life in Fixed Income Analysis

Y

  • Yield curve in Fixed Income Analysis
  • Yield Curve in Fixed Income Analysis
  • Yield Curve in Fixed Income Analysis
  • Yield spread in Fixed Income Analysis
  • Yield to call in Fixed Income Analysis
  • Yield to maturity in Fixed Income Analysis
  • Yield to maturity in Fixed Income Analysis
  • Yield to Maturity in Fixed Income Analysis
  • Yield to Maturity or Internal Rate of Return in Fixed Income Analysis

Z

  • Zero Coupon Bond in Fixed Income Analysis
  • Zero-coupon bond in Fixed Income Analysis
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