Glossary
Accrued Interest | |
Basis Point | One hundredth of a percent (0.01%) |
Bond Spread | |
Coupon | |
Current Yield | |
Clean Price | |
Convexity | |
Credit Risk | |
Credit Spread | |
Dirty Price | |
Duration | |
Effective Annual Yield | |
Interest Payments | |
Maturity Date | |
Notional | The notional is how much of the asset you have. In the context of bonds this refers to the Quantity of bonds. |
Settlement Date | |
Treasury Bill | |
Treasury Note | |
Treasury Bond | |
Yield Spread |
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