Fixed Income Flashcards
1
Q
REPO RATE
A
2
Q
REPO MARGIN
A
3
Q
FULL (DIRTY) PRICE
A
4
Q
FLAT (CLEAN) PRICE
A
5
Q
ACCRUED INTEREST
A
6
Q
SPOT 3 YEARS FROM NOW PRICE (example)
A
7
Q
MACAULAY DURATION
A
8
Q
MODIFIED DURATION
A
9
Q
% PRICE CHANGE (with mod duration)
A
10
Q
APPROXIMATE MODIFIED DURATION
A
11
Q
% PRICE CHANGE (with money duration)
A
12
Q
EFFECTIVE DURATION
A
13
Q
MONEY DURATION
A
14
Q
CONVEXITY
A
15
Q
%PRICE CHANGE (with convexity)
A
