Index
A
accrual factors, formula
accrued interest
AI. See also accrued interest
amortization
annualized interest rate
Babcock Rule
barbell, single bullet vs.
Barclays U.S. Aggregate Government/Credit index
basic point change in yield
beyond redemption evaluation
BL. See also book loss
bond price, yield and
bonds
coupon
cushion
maturity
perpetuals. See also perpetuals
present value
price. See also volatility
quoted flat
realized compound yield
swaps. See swaps
zero coupon discount. See also zero coupon discount bonds
book value today
break even prices
break even yields
C. See also coupon rate
call, potential
call price
cash flow
compounding
future value
bond
coupon flow
interest-on-interest
level
one dollar per period
horizon
present value
bond ...
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