#

A
Accretion
Accrued Interest 
Agency Bonds
Amortization
Annuity
Arbitrage
Asset Allocation
Asset-Backed Securities
Asset-Liability Management
Average Life

B
Baby Bond
Barbell Strategy
Basis Point (BP)
Bearer Bond
Bid
Black-Scholes Option Pricing Model
Bloomberg
Bond
Bond Equivalent Yield
Bond Insurance
Bullet Strategy

C
Callable Bonds
Cash Equivalents
Certificate of Deposit (CD)
CBO (Collateralized Bond Obligation)
CMO (Collateralized Mortgage Obligation)
Commercial Paper
Convertible Bond
Convexity
Corporate Bonds
Correlation
Coupon 
Covenant
Current Coupon Bond
Current Yield
CUSIP
Custodian


D

Day Count Basis
Debenture
Debt
Defeased Bonds
Deflation
Depression
Derivative
Discount
Discount Basis
Discount Rate
Disinflation
Duration

E
Economic Cycle
Emerging Markets
Euro
Eurodollar Bonds
Event Risk

F
Face Value
Factor
Federal Funds Rate
Federal Reserve
Floating Rate Note
Fundamental Analysis

G
GDP (Gross Domestic Product)

H
Hedge
High Yield Bonds

I
Indenture
Index
Indexing
Inflation
Inflation-Indexed Bond
Inflation-Interest
Interest Rate
Inverted Yield Curve
Investment Grade

J
Junk Bond

K

L
Laddered Portfolio
Letter of Credit (L/C)
LIBOR
LOC
Long Bond

M
Maturity Date
Medium-Term Note (MTN)
Money Market
Moody’s
Mortgage-Backed Securities
Municipal Bonds

N
Net Asset Value (NAV)

O
Odd Lot
Offer
Option Adjusted Spread (OAS)
Original Issue Discount (OID)

P
Par
Pass-Through Security
Perpetual Bond
Portfolio Immunization
Premium
Prepayment
Pre-Refunded Bond
Price
Prime Rate
Principal
Private Placement
Prospectus
Putable Bonds

Q

R
Rating
Real Estate InvestmentTrust (REIT)
Real Interest Rate
Recession
Repurchase Agreement (REPO)
Risk

S
Sector
Settlement Date
Sinking Fund Bond
Spread
Standard & Poor’s
Stock
STRIP
Swap

T
Technical Analysis
TIPS
Total Return
Trade Date
Treasuries

U

V
Volatility

W

X

Y
Yankee Bonds
Yield
Yield Curve
Yield-to-Maturity

Z
Zero-Coupon Bond