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2. Fixed income - Wikipedia

   en.wikipedia.org/wiki/Fixed_income

   For example, assuming 3.88% inflation over the course of one year (just about the 56 year average inflation rate, through most of 2006), and a real yield of 2.61% (the fixed US Treasury real yield on October 19, 2006, for a 5 yr TIPS), the adjusted principal of the fixed income would rise from 100 to 103.88 and then the real yield would be ...

3. Bootstrapping (finance) - Wikipedia

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

   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:

4. Yield (finance) - Wikipedia

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

   The coupon rate (or nominal rate) on a fixed income security is the interest that the issuer agrees to pay to the security holder each year, expressed as a percentage of the security's principal amount . [1] [2] [3] The current yield is the ratio of the annual interest (coupon) payment and the bond's market price. [4] [5]

5. Fixed vs. variable interest rates: How these rate types work ...

   www.aol.com/finance/fixed-vs-variable-interest...

   The same is true for loans — you’ll know the monthly payments and total cost of a fixed-rate loan before you sign the closing documents. When to use a fixed-rate product

6. Yield to maturity - Wikipedia

   en.wikipedia.org/wiki/Yield_to_maturity

   Yield to put (YTP): same as yield to call, but when the bond holder has the option to sell the bond back to the issuer at a fixed price on specified date. Yield to worst (YTW): when a bond is callable, puttable, exchangeable, or has other features, the yield to worst is the lowest yield of yield to maturity, yield to call, yield to put, and others.

7. Yield curve - Wikipedia

   en.wikipedia.org/wiki/Yield_curve

   There is a time dimension to the analysis of bond values. A 10-year bond at purchase becomes a 9-year bond a year later, and the year after it becomes an 8-year bond, etc. Each year the bond moves incrementally closer to maturity, resulting in lower volatility and shorter duration and demanding a lower interest rate when the yield curve is rising.