Tag: rate

Yield Curve Risk

What is the 'Yield Curve Risk' The yield curve risk is the risk of experiencing an adverse shift in market interest rates...

Halloween Massacre

Definition"Halloween Massacre" is the term associated with the major reorganization of United States president Gerald Ford's cabinet on November 4, 1975, which was an...

Yield To Maturity (YTM)

What is 'Yield To Maturity (YTM)' Yield to maturity (YTM) is the total return anticipated on a bond if the bond is...

Yield To Worst (YTW)

What is the 'Yield To Worst - YTW' The yield to worst (YTW) is the lowest potential yield that can be received...

Yield On Cost (YOC)

What is 'Yield On Cost - YOC' The annual dividend rate of a security divided by the average cost basis of the...

Yield Equivalence

What is 'Yield Equivalence' The interest rate on a taxable security that would render a return equivalent to that of a tax-exempt...

Yield-Based Option

What is 'Yield-Based Option' A type of debt-instrument-based option that derives its value from the difference between the exercise price and the...

Yearly Price Of Protection Method

What is 'Yearly Price Of Protection Method' A method used in actuarial analysis, which is often used in the insurance industry. The...

Yield Elbow

What is 'Yield Elbow' The point on the yield curve indicating the year in which the economy's highest interest rates occur. The...

Yield Curve

A yield curve depicts interest rates of bonds having different maturities, but same credit quality, at a specific point in time. The yield curve...