Brief Listing of Factors which are incorporated into the software:

  • $Hedge = $ Hedge equivalency, dollars of underlying position relative to dollars of hedge
  • %Hedge = % Hedge equivalency in shares
  • ADRS = American Depository Receipts
  • BONDS = Straight Bonds
  • CALLS = Call Options
  • Cash in = Amount of cashflow generated by securities on an incoming basis
  • Cash out = Amount of cashflow generated by securities on an outgoing basis
  • CV BONDS = Convertible Coupon Bonds
  • CV FACTOR = Conversion Factor
  • CV PREF = Convertible Preferred
  • CV_ZEROS = Convertible Zero Coupon Bonds
  • Delta Equivalent = Share or position equivalency of converted-out position (options)
  • Derivatives = Convertibles (bonds, preferred, zeroes, warrants, rights, options, units)
  • DESCRIPTION = Text describing the specific security or instrument
  • Discount = Amount of convertible less than underlying (dollars and/or percent)
  • DIVIDEND = Stock dividend
  • E L S = Equivalent Long Shares
  • E S S = Equivalent Short Shares
  • ES Hedge = Equivalent Shares after conversion relative to hedged position
  • Family = Combining related corporate securities relative to root or basic underlying stock
  • Futures = Bonds, notes, euros, S&P, Nasdaq, others (whatever you relate or use as a proxies)
  • Implied Price = Formulated price, usually benchmarked with model enhancements
  • ISSUE = The specific security
  • LONG MKT = Long Market Value
  • MANUAL = Manually inputted price in absence of further information or as override
  • Net Cash = Difference between Cash in and Cash out
  • Net ES = Net Equivalent Shares
  • NET MKT = Net Market Value
  • POSITION = Quantity of security or instrument position
  • PREF = Preferred Stock nonconvertible
  • Premium = Amount of convertible in excess of underlying (dollars and/or percent)
  • Premium Opt = Option Premium
  • Proxy Value Swings = $Swings in proxies which can be related to dollar swings in your convert book
  • PUTS = Put Options
  • PX.STOCK = Price of the underlying stock
  • R-TIME = Real-Time Price
  • Rights = Rights securities
  • SHORT MKT = Short Market Value
  • Simple = Simple Average
  • STOCKS = Common shares
  • Tot Premium = dollars for options, dollars for converts, relevancy for regulatory capital haircuts
  • TYPE = Type of security
  • UNITS = Combination of Bond with Warrants or other packaged securities vehicle
  • Volatilities = Historic, implied, expected volatilities
  • Vols Comp = Capacity to compare premium percent structure and/or options vols to underlying
  • WARR CALLS = Call option feature warrants
  • WARR PUTS = Put option feature warrants
  • WGTD = Weighted Average
  • YDAY = Yesterday's price
  • ZEROS = Zero Coupon Bonds nonconvertible

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Copyright © 1998-2017 Barkley International, Inc. All Rights Reserved. - Page created Tuesday, May 19, 1998 by Oasis Management®. Last Modified on Monday, November 20, 2017.