Fixed Income 용어

in fixed •  2 years ago 

1 Index-linked bond: has coupon patements and or a principal calule that is based on comoodity index, an equity index, or some other published index number.

ex) Capital-indexed bonds: This is the most common structure. An example is US Treasuty Inflation Protected Securities (TIPS). The coupon rate remains constant, and the principal value of the bond is increased by the rate of inflation (or decreased by deflation)

2 Contingency Provision : 우발적 조항
Bonds that do not have continenvy probvision are referred to as straight or option-free fbonds

Callable bond must offer a higher yield (sell at a lower price) tha an otherwise indentical noncallable bond.
The difference in price between a callable bond and an otherwise identical noncallable bond is equal to the value of the call option ot the issuer.

Styles of exercise for callable bonds:

  • American style: bonds can be called anytime after the first call date
  • European style: bonds can only be called on the call date specified
  • Bermuda style: bonds can be called on speficied dates after the first call date, often on coupon patments dates

3 Shelf Registartion : Medium Term Note (MTN) 일괄 신고제

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