reverse floating rate

  • 61Option-adjusted spread — (OAS) is the flat spread which has to be added to the treasury yield curve in a pricing model (that accounts for embedded options) to discount a security payment to match its market price. OAS is hence model dependent. This concept can be applied …

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  • 62Commercial paper — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond …

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  • 63Moody's AAA Bond — Moody s Aaa Corporate Bond, also known as Moody s Aaa for short is an investment bond that acts as an index of the performance of all bonds given an Aaa rating by Moody s Investment Firm. This corporate bond is often used in macroeconomics as an… …

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  • 64Bond market — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal …

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  • 65Mortgage yield — In finance, mortgage yield is a measure of yield of mortgage backed bonds. It is also known as cash flow yield. The mortgage yield, or cash flow yield, of a mortgage backed bond is the discount rate at which net present value of all future cash… …

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  • 66Certificate of Annuity — (COA) is a financial instrument/security issued by government agencies which guarantee the initial interest rate for funds on deposit for the entire length of the maturity of the security. Typical maturity/tenor for these deposit instruments are… …

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  • 67Nominal yield — or coupon yield is the coupon rate of a fixed income security, which is a fixed percentage of the par value. Unlike current yield, it does not vary with the market price of the security. v …

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  • 68Maturity (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… …

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  • 69Credit spread (bond) — Finance Financial markets Bond market …

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  • 70Clean price — In finance, the clean price is the price of a bond excluding any interest that has accrued since issue or the most recent coupon payment. This is to be compared with the dirty price, which is the price of a bond including the accrued interest.… …

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