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Monday 16 January 2012

Glossary - Fixed Income

Regular Redemption Price: Regular or general call redemption pricing is normally set at a premium price above par until the first par call date.

Special Redemption Prices: It is normally set for bonds redeemed through sinking fund or other special redemption conditions. The special redemption pricing is usually set at par value.

Par Call Problem: Problem which arises when the issuer maneuvers a call so that the issue can be redeemed at special redemption price instead of regular or general call redemption price.

Prepayment: Any principal payment paid prior to a scheduled principal payment date is called prepayment.

Prepayment option: An option which allows the borrower to repay the principal before due date.

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