Category
page 1Fixed income analysis
Fisher equation
estimate of future interest rates
bond convexity
measure of the sensitivity of the duration of a bond to changes in interest rates
Yield to maturity
the discount rate at which the sum of all future cash flows from a bond (coupons and principal) is equal to the price of the bond
Cox–Ingersoll–Ross model
stochastic model for the evolution of financial interest rates
Vasicek model
mathematical model of interest rates
forward rate
future yield on a bond
bond valuation
fair price of a bond
exchangeable bond
type of hybrid security
day count convention
Calculation method for the accrual of interest
bootstrapping
term within finance
Chen model
economics model
Hull–White model
model of future interest rates
LIBOR market model
Financial model of interest rates