obligation à coupon
91Super Floater — A floating rate collateralized mortgage obligation (CMO) tranche whose coupon rate is determined by a formula based on an interest rate index such as LIBOR. The coupon rate is leveraged i.e. it moves more than one basis point for each basis point …
92Interest rate derivative — An interest rate derivative is a derivative where the underlying asset is the right to pay or receive a (usually notional) amount of money at a given interest rate.The interest rate derivatives market is the largest derivatives market in the… …
93Fixed income attribution — refers to the process of measuring returns generated by various sources of risk in a fixed income portfolio, particularly when multiple sources of return are active at the same time. For example, the risks affecting the return of a bond portfolio …
94Debenture — For debentures in sport, see debenture (sport). Finance Financial markets …
95Commercial paper — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond …
96Maturity (finance) — In finance, maturity or maturity date refers to the final payment date of a loan or other financial instrument, at which point the principal (and all remaining interest) is due to be paid. The term fixed maturity is applicable to any form of… …
97Chen model — In finance, the Chen model is a mathematical model describing the evolution of interest rates. It is a type of three factor model (short rate model) as it describes interest rate movements as driven by three sources of market risk. It was the… …
98Credit analysis — is the method by which one calculates the creditworthiness of a business or organization. The audited financial statements of a large company might be analyzed when it issues or has issued bonds. Or, a bank may analyze the financial statements of …
99Credit spread (bond) — Finance Financial markets Bond market …
100Deferred financing cost — Deferred financing costs or debt issuance costs is an accounting concept meaning costs associated with issuing debt (loans and bonds), such as various fees and commissions paid to investment banks, law firms, auditors, regulators, and so on.… …
