Putable Bond是可卖回债券,附带看跌期权,允许持有人按特定价格在到期日前强制卖给发行人。 Puttable Bond的定义与基本特征 Puttable Bond,即“可卖回债券”,是一种特殊的债券形式,它结合了传统债券与看跌期权的特性。具体而言,这种债券允许持有人在债券到期日之前的某个时间点,按照事先约定...
必应词典为您提供puttablebond的释义,网络释义: 可卖回公司债;可卖出债券;卖回权债券;
puttable bond 词条 puttable bond 专业释义 <证券>可索偿债券 <金融>可退还债券 词条提问
Puttable Bondis a debt instrument structured with an embedded put option. The put option feature offers the bondholder the right, but not the obligation, to force an early repayment of the principal from the issuer. What is Definition of Putable Bond?
理解Puttable bond和Callable bond 的关系 Callable bond (可赎回债券): Gives the issuer the right to redeem all or part of the bond before the specified maturity date; Can protect issuers against decline in interest rate; Call price: the price to redeem the bond; Call provisions are beneficial...
结论：putable bond的convexity是大于等于option free bond的，也就是我们说到More convexity，原因是利率...
想问一下在长期端利率比短期段上涨的更快的情况下,puttable bond里的put价值会上升还是下降,我觉得是下降吧,因为put和rf的关系是反向,但是不确定。添加评论 0 0 2 个答案 吴昊_品职助教 · 2024年04月16日 嗨,爱思考的PZer你好: 当市场利率上升时,债券持有人可以把债券卖回给发行人,然后将收到的资金在...
Puttable Bond Duration Example Advantages of Puttable Bonds For Bondholders For Issuing Company Convexity of Puttable Bond Conclusion The bondholder can exercise the right if certain conditions are met or on the occurrence of a specific event. Because of this added option, the yield on this bond ...
defaultable bondSummary This chapter discusses spread options, callable bonds, callable asset swaps, and callable default swaps. A credit-spread option is an option on the spread of a defaultable bond over a reference yield. At maturity (European) or at any time up to maturity (American), a ...