The Bond and Repo Markets
- Accrued Interest, Clean Price and Dirty Price
- Money-Market Basis and Bond Basis
- Yield to Maturity (YTM)
- Current Yield and Simple Yield to Maturity
- Zero-coupon Security and STRIP
- Asset-backed Securities (ABS), Mortgage-backed Securities (MBS), Collateralised Debt Obligations (CDO) and Covered Bonds
- Bond Futures, Conversion Factor and Cheapest-to-deliver (CTD)
- Cash-and-carry Arbitrage and Implied Repo Rate
- Duration, Modified Duration, Price Value of a Basis Point (PVB), DV01 and Convexity
- Hedge Ratio
- Repo and Reverse Repo
- Haircut and Margin
- Buy/Sell-back and Sell/Buy-back
- Securities Lending/Borrowing
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