What is the meaning of Cusp?

Cusp is a term which indicates the at-the-money level or current coupon issuance rate for securities. It tends to be used more frequently in the mortgage backed securities business. Also, it is used in options to indicate highly sensitive derivative statistics.

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APABarry Goldsmith. (2010). cusp. Retrieved September 23, 2026, from http://smartdefine.org/cusp/definitions/1151342
ChicagoBarry Goldsmith. 2010. "cusp" http://smartdefine.org/cusp/definitions/1151342 (accessed September 23, 2026).
HarvardBarry Goldsmith 2010, cusp, Smart Define, viewed 23 September, 2026, <http://smartdefine.org/cusp/definitions/1151342>.
MLABarry Goldsmith. "cusp" 21 October 2010. Web. 23 September 2026. <http://smartdefine.org/cusp/definitions/1151342>
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