basis book

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Basis Book

A table or book of tables showing the yields of bonds at different interest rates and maturities. For example, if one is considering the purchase of a bond, one can take the coupon rate and the maturity and compare them in the basis book to determine the yield. The basis book is good for approximating yields, but financial calculators tend to be more accurate, especially for more complex bonds.

basis book

A book of tables giving conversions to equivalent dollar prices for bond yields having given maturity lengths and coupon rates. Also called bond basis book.
References in periodicals archive ?
THE EGO TUNNEL: THE SCIENCE OF THE MIND AND THE MYTH OF THE SELF BY THOMAS METZINGER NEW YORK: BASIS BOOKS.
DeMan worked at Atmos Energy Marketing (formerly Woodward Marketing) as Director of Financial Trading and Risk Manager where he traded and managed storage, fixed price and basis books for the company's 23 Bcf of storage and hundreds of municipal and industrial clients on more than 20 pipelines.