D

Dated date 111

Day count conventions, accrued interest 145

Treasury bills 151 Defined benefit retirement plan 3 Defined contribution retirement plan 3 Deliverable grades of Treasuries 304 Derivative securities, pricing 104 Descartes's Rule of signs 61 Dirty price 125, 191 Discount accretion, see discount accrual Discount accrual 117 Discount calculation 150 Discount municipal securities, price calculations 152 Discount securities, meaning 108 Discount yield, see yield, discount Disney, Walt, bonds 80 Dispersion, measures 232 Dollar convexity 208 Dollar duration 196 Drift 317

Duration 112, 183, 187, 190 as risk measure 188 as time measure 188 bonds with embedded options 200 derivation 212 effective 268, 270 equation 191

includes accrued interest 191 misconception 198 pictorial view 196 problems 201 weighted average 268, 269

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