Spread between two-year contracts.

The interest rate that will make the net present value of the cash flows from an investment equal to the price (or cost) of the investment. The net present value is the present value of future cash fl [..]

A graph of the term structure of interest rates. It is usually given in terms of the spot yields on bonds with different maturities but the same risk factors (such as creditworthiness of issuer), plot [..]

An option whose underlying is the shape of the yield curve, normally defined as the yield of a longer-maturity bond minus the yield of a shorter-maturity bond. This allows investors to take a view on [..]

A swap in which two interest rate streams are exchanged, reflecting different points on the yield curve.

Also known as the Altman Z-score. A statistical measure that quantifies the distance (measured in standard deviations) a data point is from the mean of a data set. The terminology is also used to refe [..]

An option strategy under which one option is bought by simultaneously selling another option of equal value. * see also collar; cylinder

* see weighted average cost of capital

Weighted average cost of gas.

* see Dodd-Frank