Category:Bond valuation

• Bond valuation

A

• Accretion (finance)
• Accrued interest
• Adjusted current yield
• Asset swap spread

B

• Basis point value
• Bond convexity
• Bond convexity closed-form formula
• Bond credit rating
• Bond duration closed-form formula
• Bond equivalent yield

C

• Clean price
• Coupon (finance)
• Coupon rate
• Coupon yield
• Credit spread (bond)
• Credit spread curve
• CS01
• Current yield

D

• Day count convention
• Dirty price
• Dollar duration
• Duration (finance)
• DV01

E

• Effective convexity
• Effective duration
• Embedded option

H

• Haircut (finance)

I

• I-spread
• Inside the Yield Book
• Inverted yield curve

M

• Macaulay duration
• Maturity (finance)
• Modified duration
• Mortgage yield

N

• Nominal yield

O

• Option-adjusted spread

P

• Par value
• Pull to par
• PV01

R

• Redemption value

S

• Settlement date
• Settlement period
• Spot date
• Spot rate
• Stub period

T

• T+1
• T+3
• Trade date

V

• Value date

W

• Weighted-average life

Y

• Yield elasticity of bond value
• Yield spread
• Yield to maturity

Z

• Z-spread
• Zero rate