Category:Fixed income analysis

• Fixed income analysis (finance)

3

• 30-day yield (finance)

A

• Adjusted current yield (finance)
• Affine term structure model (computing)
• Area yield options contract (finance)
• Asset swap spread (finance)

B

• Basis point value (finance)
• Black–Derman–Toy model (finance)
• Bond convexity (computing)
• Bond convexity closed-form formula (finance)
• Bond duration (finance)
• Bond equivalent yield (finance)
• Bond valuation (finance)

C

• Chen model (finance)
• Cheyette model (finance)
• Clean price (finance)
• Contingent convertible bond (finance)
• Cox–Ingersoll–Ross model (computing)
• Current yield (finance)

D

• Date rolling (finance)
• Day count convention (finance)
• Dirty price (finance)
• Duration gap (finance)

E

• Embedded option (finance)
• Exchangeable bond (finance)
• Extendible bond (finance)

F

• Fisher equation (computing)
• Forward rate (finance)

G

• Global bond (finance)

H

• Heath–Jarrow–Morton framework (finance)
• Ho–Lee model (finance)
• Hull–White model (finance)

I

• I-spread (finance)
• Inside the Yield Book (finance)

J

• Jamshidian's trick (finance)

K

• Kalotay–Williams–Fabozzi model (finance)

L

• LIBOR market model (finance)
• Libor-OIS spread (finance)
• Longstaff–Schwartz model (finance)

M

• Mortgage yield (finance)
• Multi-curve framework (finance)

N

• Nelson-Siegel (finance)
• Nominal yield (finance)

O

• Option-adjusted spread (finance)
• Overbond (company)

P

• PSA prepayment model (finance)

S

• Spot rate (finance)

V

• Vasicek model (finance)

W

• Weighted-average life (finance)

Y

• Yield elasticity of bond value (finance)
• Yield spread (finance)
• Yield to maturity (finance)

Z

• Z-spread (finance)