accrual bond accrued interest asset-backed security auction rate security bank black-derman-toy model bond convexity bond duration bond market bond option bond valuation callable bond chen model clean price collateral collateralized debt obligation collateralized mortgage obligation commercial mortgage securities association commercial mortgage-backed security commercial paper convertible bond corporate bond cox-ingersoll-ross model credit-linked note credit default swap credit derivative credit risk current yield day count convention debenture debt service coverage ratio depreciation dirty price economics emerging market debt exchangeable bond finance fixed income fixed rate bond floating rate note government bond heath-jarrow-morton framework high-yield debt ho-lee model hull-white model icma inflation-indexed bond interest inverse floating rate note mortgage-backed security municipal bond nominal yield option adjusted spread perpetual bond puttable bond ratio rendleman-bartter model senior debt short rate model sovereign bond subordinated debt ted spread vasicek model yield curve yield spread yield to maturity z-spread zero-coupon bond