Index

Page numbers followed by “f” indicate figures, “t” indicate tables, and “b” indicate boxes and formulas.

A

  • absolute attribution, 213–214

  • absolute contribution of an individual position in base currency, 214b

  • accountability

    • business unit/mandate context for, 143

    • enterprise context for, 143

    • performance measurement, role in, 194–196

    • society/market context for, 143–144

  • accrual schedule, 58

  • actual cash flows, 19

  • adjustment factor for an equity in an equity index, 212b

  • AMPL, xvii

  • Analytic Scheme Code List, 333

  • Analytic Scheme Element Code List, 333

  • annual compounding, 79

  • arbitrage pricing, 254

  • arbitrage pricing theory, 262

  • Arrow-Debreu securities, 276

  • Arrow-Pratt measure of (absolute) risk aversion, 268

  • Asset Classification Code List, 333–334 ...

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