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  2. Bootstrapping (finance) - Wikipedia

    en.wikipedia.org/wiki/Bootstrapping_(finance)

    Analytic Example: Given: 0.5-year spot rate, Z1 = 4%, and 1-year spot rate, Z2 = 4.3% (we can get these rates from T-Bills which are zero-coupon); and the par rate on a 1.5-year semi-annual coupon bond, R3 = 4.5%. We then use these rates to calculate the 1.5 year spot rate. We solve the 1.5 year spot rate, Z3, by the formula below:

  3. Par yield - Wikipedia

    en.wikipedia.org/wiki/Par_yield

    Par yield is based on the assumption that the security in question has a price equal to par value. [5] When the price is assumed to be par value ($100 in the equation below) and the coupon stream and maturity date are already known, the equation below can be solved for par yield.

  4. Current yield - Wikipedia

    en.wikipedia.org/wiki/Current_yield

    The current yield, interest yield, income yield, flat yield, market yield, mark to market yield or running yield is a financial term used in reference to bonds and other fixed-interest securities such as gilts. It is the ratio of the annual interest payment and the bond's price:

  5. Bond Price vs. Yield: Why The Difference Matters to Investors

    www.aol.com/bond-price-vs-yield-why-140036009.html

    Coupon (or Nominal) Yield – Suppose someone buys a one-year bond with a face value of $1,000 bond and an annual coupon of $50. Holding that bond for one year (to maturity) would result in a ...

  6. Duration (finance) - Wikipedia

    en.wikipedia.org/wiki/Duration_(finance)

    This represents the bond discussed in the example below - two year maturity with a coupon of 20% and continuously compounded yield of 3.9605%. The circles represent the present value of the payments, with the coupon payments getting smaller the further in the future they are, and the final large payment including both the coupon payment and the ...

  7. Forward rate - Wikipedia

    en.wikipedia.org/wiki/Forward_rate

    The forward rate is the future yield on a bond. It is calculated using the yield curve . For example, the yield on a three-month Treasury bill six months from now is a forward rate .

  8. Zero-coupon bonds: What they are, pros and cons, tips to invest

    www.aol.com/finance/zero-coupon-bonds-pros-cons...

    For example, you might pay $5,000 for a zero-coupon bond with a face value of $10,000 and receive the full price, $10,000, upon maturity in 20 or 30 years. Zero-coupon CDs work the same way.

  9. What Are Callable Bonds and How Do They Work? - AOL

    www.aol.com/finance/callable-bonds-161308719.html

    Find out if these higher-yield bonds are right for your portfolio. ... For example, imagine you’re a homeowner with a mortgage that has a 7.5% interest rate. Rates drop to 5%, so you decide to ...