C
 















 

Glossary

C

Cabinet Trade * Cable * Cacall * Calamity Clause * Calculation Agent * Calendar * Calendar Roll * Calendar Spread * Call Feature * Call Loan * Call Loan Rate * Call Market * Call Option * Call Or Put (COP) * Call Premium * Call Price * Call Protection * Call Provision * Call Risk * Call Spread * Call Swaption * Callable Option or Warrant * Callable Securities * Callable Step-Up Note * Callable Swap * Call-Adjusted Yield * Called Away * Called Bond * Cambistry or Cambism * Cancelable Forward Exchange Contract * Cancelable Option * Cancelable Swap * Cancellation of a Swap * Candlestick Chart * Cap * Cap and Floor * Cap and Floor Certificate * Cap Rate * Capacity * Capacity to Trade * Capital * Capital Adequacy * Capital Adequacy Directive * Capital Asset Pricing Model (CAPM) * Capital at Risk * Capital Change * Capital Gains Distribution * Capital Gearing * Capital Guarantee Note * Capital Market Preferred Stock (CMPS) * Capital Markets * Capital Requirements * Capital Structure * Capital, Assets, Management, Earnings and Liquidit * Capitalized Option * Caplet * Capped Call * Capped Floating Rate Note * Capped Index Options (CAPS) * Capped Lookback Calls * Capped Swap * Capping * Caption * Caput * Carrot-and-Stick Bond * Carrying Charge Market * Cash Cow * Cash Enhancement Strategy * Cash Extraction Strategy * Cash Flow Matching * Cash Flow Sensitivity Analysis * Cash Flow Swap * Cash Index Participations (CIPs) * Cash Management Account (CMA) * Cash Market * Cash On Delivery (COD) Option * Cash Or Titles Option (COTO) * Cash Secured Put * Cash Settled Option * Cash Settlement * Cash-and-Carry Trade * Cash-Futures Swap * Cash-on-Cash * Cash-or-Nothing Option * Cash-Out Call Option with Rebate * Cash-Out Put Option with Rebate * Catastrophe Futures and Options * Caveat Emptor * Caveat Venditor * Ceiling * Ceiling Rate Agreement (CRA) * Central Bank * Central Limit Theorem * Central Securities Depository (CSD) * Centrale de Lívraíson de Valuers Mobiliéres (CEDEL * Certainty Equivalent * Certificate of Accrual on Treasury Securities (CAT * Certificate of Amortizing Revolving Debts (CARDs) * Certificate of Automobile Receivables (CARs) * Certificate of Deposit (CD) * Certificate of Government Receipts (COUGRs) * Certificate of Participation (COP) * Certificateless Clearing * Ceteris Paribas * Cetes * Chaos Theory * Charm * Cheapest to Deliver (CTD) * Cherry Picking * Chicago Mercantile Exchange Swaps Depository Trust * Chinese Wall * Chi-Square Test * Choice LIBOR Swap * Choke * Chooser Option * Chooser Swap * Christmas Tree * Chumming * Churning * Circuit Breakers * Circus Option * Circus Swap * City (of London) * Class of Options * Clean Hedge Instrument * Clean Price * Clean Risk * Clean Up Provision * Clearing * Clearing Broker or Member * Clearing Corporation * Clearing House * Clearing House Interbank Payment System (CHIPS) * Cliquet Option * Close * Closed Fund * Closed-End Mutual Fund * Closed-Form Solution * Close-Out Netting * Closing Date * Closing Purchase Transaction * Closing Range * Closing Rotation * Closing Sale Transaction * CMO Swap * Coberatura * Cockroach Theory * Cocktail Swap * Coefficient of Determination * Cointegration * Collapsible Swap * Collar * Collared Floating Rate Note (FRN) * Collared Swap * Collateral * Collateral Agreement * Collateral Trust Bond * Collateralized Bond Obligation (CBO) * Collateralized Depository Receipt (CDR) * Collateralized Increasable Yield Notes * Collateralized Lease Equipment Obligations (CEO or * Collateralized Mortgage Obligation (CMO) * Collateralized Security * Collateralized Swap * Collect on Delivery (COD) Option * Color * Combination Option * Comfort Letter * Commercial Paper * Commercial Real Estate- backed Bonds * Commission * Committee for Improved Corporate Reporting (CICR) * Committee on Investment of Employee Benefit Assets * Committee on Uniform Security Identification Proce * Commoditization * Commodity * Commodity Exchange Act (CEA) * Commodity Futures Trading Commission (CFTC) * Commodity Index Note * Commodity Interest- Indexed Bond * Commodity Interest-Indexed Note * Commodity Option * Commodity Pool Operator (CPO) * Commodity Swap * Commodity Trading Advisor (CTA) * Commodity-Linked Note or Bond * Common Market * Common Stock * Common-linked Higher Income Participation Security * Companion Collateralized Mortgage Obligation * Comparative Statics * Competitive Currency Risk * Complete Market * Completion Portfolio or Fund * Complex Option * Compliance Procedures * Component (COM) Bond * Composite Index * Composite Option * Composite Swap * Compound Average Rate Option * Compound Exotic * Compound Option * Compression Risk * Comptant * Concave Payoff Function * Concertina Swap * Conditional Forward Purchase Contract * Conditional Forward Sale Contract * Conditional Mean * Conditional Prepayment Rate (CPR) * Conditional Variance * Condor * Conduit Financing * Conduit Tax Treatment * Confidence Intervals * Conflict of Interest * Congeneric Company * Conjectural Guarantee * Consols * Constant Elasticity of Variance Model * Constant Maturity Swap (CMS) * Constant Maturity Treasury (CMT) Option * Constant Maturity Treasury (CMT) Rate * Constant Proportion Portfolio Insurance (CPPI) * Constant Relative Risk Aversion * Constant Spread Range Index Bond Security (CS- RIB * Construction Loan Swap * Contango * Contingent Cap * Contingent Claim * Contingent Currency Option * Contingent Currency Risk * Contingent Exchange Option * Contingent Hedge with an Agreement for Rebate at M * Contingent Immunization * Contingent Liability * Contingent Order * Contingent Payout Option * Contingent Premium Option * Contingent Premium Swaption * Contingent Swap * Contingent Takedown Option * Contingent Value Rights (CVRs) * Continuation Option * Continuous Market * Continuous Probability Distribution * Continuous Return * Contract * Contract for Differences * Contract Grade * Contract Month * Contract Period * Contractual Settlement Day Accounting (CSDA) * Contrarian Investment Theory * Contribution * Controller of the Currency * Convenience Yield * Conventional Option * Conventions of a Market * Convergence * Conversion * Conversion Premium (on a Convertible Bond) * Conversion Price * Conversion Ratio * Conversion Spread * Conversion Value * Convertible Adjustable Preferred Stock (CAPS) * Convertible Adjustable Rate Mortgages (Convertible ARMs) * Convertible Bond With a Premium Put * Convertible Capital Note or Security * Convertible Currency * Convertible Exchangeable Preferred Stock * Convertible Floating Rate Note * Convertible Gilts * Convertible Money Market Units (CMMUs) * Convertible Option Contract * Convertible Reset Debenture * Convertible Security * Convertible Stock Note * Convex Payoff Function * Convexity * Convexity Hedge * Convexity Risk Premium * Co-opetition * Core Liquidity Provider * Corner * Correlation Coefficient * Correlation Risk * Corridor * Corridor Accrual Swap * Corridor Bond or Note * Corridor Swap * Cost of Capital * Cost of Carry * Cost Of Funds Index (COFI) * Cost Of Funds Index (COFI) Swap * Cost-Benefit Analysis * Cotation Assistée en Continu (C.A.C.) * Counterparty * Counterparty Risk * Country Limit * Country Risk * Coupon * Coupon Indexed Note * Coupon Stripping * Coupon Swap * Coupons Under Book Entry Safekeeping (CUBES) * Courtage * Covariance * Covariance Assets * Covenant * Cover * Coverage * Coverage Period * Covered Arbitrage * Covered Call * Covered Interest Arbitrage * Covered OPtion Securities (COPS) * Covered Put Writing * Covered Warrant * Covered Writer * Cox-Ingersoll-Ross (CIR) Term Structure Model * Crack Spread * Crack Swap * Cram-down Rules * Credit Card Receivable- Backed Security * Credit Crunch * Credit Derivative * Credit Derivative Bond * Credit Enhanced Debt Securities * Credit Enhanced Vehicle (CEV) * Credit Enhancements * Credit Equivalent Amount * Credit Equivalent Value (CEV) * Credit Event * Credit Exposure in a Swap * Credit Line Usage * Credit Option on BRAdy Bonds (COBRA) * Credit Quality Rating * Credit Risk * Credit Risk Option * Credit Risk Premium * Credit Sensitive Note * Credit Spread * Credit Watch * CREST * Cross * Cross Default * Cross Guarantee Contract * Cross Hedging * Cross Option * Cross Rate * Cross Sectional Regression Analysis * Cross-Currency Basis Swap * Cross-Currency Cap or Floor * Cross-Currency Convertible Bond * Cross-Currency CRoss Index Basis Swap (X- CRIBS) * Cross-Currency Option or Warrant Bonds * Cross-Currency Settlement Risk * Cross-Currency Swap * Cross-Currency Swaption * Cross-Currency Warrants * Crossed Market * CRoss-Index Basis (CRIB) Swap * Crossing Network * Cross-Product Netting Agreement * Cross-Rate Options * Cross-Rate Swap * Crowd * Crown Jewels * Crush Spread * C-Trac * Cum-Rights * Cumulative Auction Market Preferred Stock (CAMPS) * Cumulative Preferred Stock * Cumulative Probability Distribution * Currency * Currency Annuity Swap * Currency Average Rate Option * Currency Board * Currency Coupon Swap * Currency Exchange Warrants (CEWs) * Currency Forward * Currency Hedged Foreign Bond * Currency Insurance * Currency Option * Currency Overlay Management * Currency Protected Instrument * CUrrency Protected Swap (CUPS) * Currency Quantity Adjusting Option (Currency QUANT * Currency Risk * Currency Swap * Currency Swap Option * Currency-Linked Notes * Currency-Linked Outperformance Units (CLOUs) * Current Coupon * Current Exposure Method * Current Presettlement Exposure * Current Ratio * Current Yield * Curvature * Curve Risk * Cushion Bonds * Custodial Account * Custodian * Custody Cost * Customized Upside Basket Security (CUBS) * Cybercash * Cylinder

Glossary