Index
3G mobile phones 75
30/360 day-count convention 32–4, 156–7, 177, 187
30E/360 day-count convention 32–4, 156–7, 187
ABSs see asset-backed securities
accrued interest
concepts 20–1, 32–65, 135–7, 155–8, 177
actual prices 35
actual/360
actual/365
AER see annual equivalent rate
agencies, credit ratings 5–6, 29–30, 65, 75, 115–21, 152
annual equivalent rate (AER) 46–8
annual percentage rate (APR) 46–8, 178
annuities
APR see annual percentage rate
arbitrage 178
asset-backed securities (ABSs)
see also securitization
indices 147
at-the-money options 111–12, 179
auctions 179
backwardation 179
balance sheets 7
Bank for International Settlements (BIS) 123
bank loans 1
bankers' acceptances 64–5, 170–1, 180
see also money markets
barbell 180
basis risk 180
bearer bonds 180
BIS see Bank for International Settlements
BMA see Bond Market Association
BOBL 181
Bond Market Association (BMA) 95–6, 100
bonds
see also coupon; ...
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