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  2. 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.

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

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

    Current Yield – But now consider how yield changes if the price of that same bond falls. If the bond mentioned above is resold for $800 it results in a current yield of 6.25%.

  4. Bond valuation - Wikipedia

    en.wikipedia.org/wiki/Bond_valuation

    Various related yield-measures are then calculated for the given price. Where the market price of bond is less than its par value, the bond is selling at a discount. Conversely, if the market price of bond is greater than its par value, the bond is selling at a premium. For this and other relationships between price and yield, see below.

  5. Yield (finance) - Wikipedia

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

    yield to put assumes that the bondholder sells the bond back to the issuer at the first opportunity; and; yield to worst is the lowest of the yield to all possible call dates, yield to all possible put dates and yield to maturity. [7] Par yield assumes that the security's market price is equal to par value (also known as face value or nominal ...

  6. Bond Yield vs. Interest Rate: What Investors Need to Know - AOL

    www.aol.com/bond-yield-vs-interest-rate...

    Continue reading → The post Bond Yield vs. Interest Rate: Investing Guide appeared first on SmartAsset Blog. Yield and interest are highly-related when it comes to bonds. Your yield is based on ...

  7. Duration (finance) - Wikipedia

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

    Expression (3) which uses the bond's yield to maturity to calculate discount factors. The key difference between the two durations is that the Fisher–Weil duration allows for the possibility of a sloping yield curve, whereas the second form is based on a constant value of the yield y {\displaystyle y} , not varying by term to payment. [ 10 ]

  8. 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:

  9. Investment-grade bonds vs. high-yield bonds: How they differ

    www.aol.com/finance/investment-grade-bonds-vs...

    Pros and cons of investment-grade bonds vs. high-yield. These two classes of bonds have both differences and similarities. For example, when it comes to income potential, you will earn a smaller ...