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    Index

    Index
    Page numbers followed by an e indicate exhibits.
    Page numbers followed by an n indicate notes.
     
    45-bond portfolio

    A

    Absolute prepayment speed
    Absolute priority rule
    Absolute yield spread
    ABSs. See Asset-backed securities
    Accelerated sinking fund provision
    Accrual tranches (Z bond)
    Accrued interest (AI)
    computation
    Accumulation period
    Acid-test ratio
    Active management. See Unrestricted active management
    degrees
    mismatches
    Active return
    Active strategies
    incorporation
    Actual prepayments. See Effective collar; Initial collar
    comparison. See Initial upper collar
    Actual tracking error
    predicted tracking error, contrast
    Additional-bonds test covenant
    Ad hoc auction system
    Adjusted duration. See Effective duration
    Affirmative covenants
    After-tax yield

      

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