cfa fixed income
2015-10-13 23:27:14 0 举报AI智能生成
fixed income
作者其他创作
大纲/内容
Elements
feature
curriencies
single
dual
principal in other currency
currency option bond
coupon payment
plain vanilla:fixed coupon rate
zero-coupon bonds: no interest prior to maturity
par value
premium
discount
at par
maturity
money market securities
<1 year
capital market securities
issuer
corporation
sovereign national government
nonsovereign national government
quasi-government
supernational enties
bond indenture
negative covenant
asset sales
negative pledge of collateral
additional borrowing
affirmative covenant
make timely interest and payment
maintain assets
comply regulation
legal
issue and trade location
domestic bond
发行交易在同一国
foreign bond
发行在外国
panda bond;yankee bonds,
euro bond
发行交易都无限制
bearer bond
registered bond
issuing entities
make interest and payment
government;agency;corporation
SPV,SPE,SPC
securitized bond
source of repayment
tax
country
sovereign country
project
non-sovereign country bond
firms
corporate bonds
pool of financial assets
securitized bond
collateral
unsecured bond
debentures
子主题
secured bond
有抵押品
covered bond
remain on balance sheet
mbs
credit enhancements
internal
overcollateralization
collateral value>par value
excess spread
yield on financial assets>promised yield
tranches with different seniority of claims
secured bond>unsecured bond>subordinated ,juninor ,debt
external
surety bond
insurance company
bank guarantees
a letter of credit
covered debt
taxation of bond income
interest income:taxed as ordinary income
us: exempt national income tax
capital gains income
price
original issue discount bond
以折价方式发行，折扣部分作为应计收入，收税。到期日无additional capital gain tax
securities struture
fixed income
bullet stucture
pay coupon interest periodically, repay entire principal at maturity
amortizing structure
fully amortizing structure
完全平均摊销
partially amortzing structure
balloon payment
sinking fund provision
发行人按期偿还部分本金
by cash
by bond
floating rate notes
rate
reference rate
LIBOR
quoted margin
basis points
variable rate note
quoted margin is not fixed
coupon rate
cap
benefit to issue
floor
benefit to holder
inverse floater
other coupon structure
step-up coupon bond
coupon rate increase
payment-in-kind coupon bond
deferred coupon bond
cash flow increase
index-linked bond
commodity index
inflation-linked bond
cpi,
capital-indexed bond
子主题
equity-linked bond
debt securities
no periodic interest
contingency provision
embedded options
call option
right to redeem at call price
call schdule
first call date
first call par date
call protection
style
amercian
european
bermuda
make whole-call provision
calculated price
higher yield
put option
right to sell bond to issue company at price, par
lower yield
convertible bond
bond switch to common stocks
子主题
value
price
ratio
contigent convertible bond
自动转换，cocos
no contigency provision
option free bond, straight bond
warrants
Fixed income market
Fixed Income Valuation
ABS
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