Index
10K report, 115
10Q reports, 115
A
Abnormal return, 336, 337, 338
Accrued interest, 181–183, 222, 224, 259, 262, 267, 270, 308
Actual–actual convention, 177–179
Actual term to maturity, 228
Additive price adjustment, 307, 308
Add-on rate approach, 94
Adjustable-rate mortgage (ARM), 458–459, 461, 463
Adjustable rate preferreds (ARPs), 119, 124
Advising bank, 280
Fannie Mae, 507
Agency trade, 28
American calls option. See American option
American depository debenture, 51
American depository receipts (ADRs), 46, 47, 48, 49, 50–51
Amortization, 88
Amortization schedule, 88–91, 463–465
for GPM, 467
in prepayments’ absence, 474–475
in prepayments’ presence, 478
timeline for, 83
Appreciating currencies, 409–410
Approximate Fisher relationship, 63
Approximate yield to maturity (AYM), 186–188
Arbitrage, 49–50, 122, 231, 296–297, 299–300, 309, 361, 363–364, 365, 375, 378, 386, 423–424, 427, 509, 522, 523–524
Arrangement fee, 521
Asset-backed securities, 21
Assets under management (AUM), 36
Assigned dealer, 28
At the money (ATM), 350, 352, 357, 394, 395
Auctions, types of,
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