Index
Above par, trading
Absolute prepayment speed (ABS)
Accrual bonds
Accrual tranche
Accrued interest (AI)
computation
information, requirement
equivalence
Accrued ratio growth
Actual/365, specification
Actual/360 (ACT/360)
basis
day count convention
usage
Actual/Actual (ACT/ACT)
day count, usage
30/360, contrast
usage
Actual/actual day count convention
Adjustable rate mortgages (ARMs)
coupon rate, annual reset
Adjusted simple margin
Adjusted total margin
Advantage, term (usage)
After-tax basis
After-tax semiannual coupon, equivalence
After-tax total return to maturity
calculation
After-tax yield to maturity
Agency CMOs
creation
Agency securities, nonagency securities (contrast)
Algorithmics, Value-at-Risk function
Amortization
schedule
Amortizing asset-backed securities
cash flow
Amortizing assets
cash flow projection
Amortizing securities
Annualized LIBOR futures rate
Annual-pay bonds
Annual prepayment rate
Annual standard deviation, calculation
Annual volatility, daily volatility (comparison)
Annuity. See Ordinary annuity
present value
usage
Arbitrage-free valuation
calculation
reconstitution, relationship
stripping
Arbitrage-free valuation approach
Treasury spot rates, usage
reasons
usage
Arbitrage-free value
determination
market price, equivalence
Arbitrage-free value, provision
Arbitrage principles
Arbitrage profits
example
origin
Ask yield/price
Asset-backed securities
Bloomberg Security Description Screen
cash flow
credit card receivables, backing
embedded short position ...
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