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  2. Bond convexity - Wikipedia

    en.wikipedia.org/wiki/Bond_convexity

    In finance, bond convexity is a measure of the non-linear relationship of bond prices to changes in interest rates, and is defined as the second derivative of the price of the bond with respect to interest rates (duration is the first derivative). In general, the higher the duration, the more sensitive the bond price is to the change in ...

  3. 7-day SEC yield - Wikipedia

    en.wikipedia.org/wiki/7-day_SEC_yield

    Divide that dollar amount by the average size of the fund's investments over the same 7 days. Multiply by 365/7 to give the 7-day SEC yield. To calculate approximately how much interest one might earn in a money fund account, take the 7-day SEC yield, multiply by the amount invested, divide by the number of days in the year, and then multiply ...

  4. Duration (finance) - Wikipedia

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

    Consider a bond with a $1000 face value, 5% coupon rate and 6.5% annual yield, with maturity in 5 years. [26] The steps to compute duration are the following: 1. Estimate the bond value The coupons will be $50 in years 1, 2, 3 and 4. Then, on year 5, the bond will pay coupon and principal, for a total of $1050.

  5. How lower rates from the Fed impact bond investors - AOL

    www.aol.com/finance/lower-rates-fed-impact-bond...

    The yield curve has recently shown signs of normalization — after being inverted for over two years — with the two-year/10-year and three-month/10-year spread no longer inverted, signaling a ...

  6. National average money market account rates for March 2024 - AOL

    www.aol.com/finance/national-average-money...

    Latest average money market account APYs for the past 3 months. Money market account national average APY. 3/11/2024: 0.48%. ... How we calculate the national average interest rates.

  7. Z-spread - Wikipedia

    en.wikipedia.org/wiki/Z-spread

    The Z-spread of a bond is the number of basis points (bp, or 0.01%) that one needs to add to the Treasury yield curve (or technically to Treasury forward rates) so that the Net present value of the bond cash flows (using the adjusted yield curve) equals the market price of the bond (including accrued interest). The spread is calculated iteratively.

  8. IS–LM model - Wikipedia

    en.wikipedia.org/wiki/IS–LM_model

    The money market equilibrium diagram. The LM curve shows the combinations of interest rates and levels of real income for which the money market is in equilibrium. It shows where money demand equals money supply. For the LM curve, the independent variable is income and the dependent variable is the interest rate.

  9. Stocks are sexy, but these market gurus see a generational ...

    www.aol.com/finance/stocks-sexy-market-gurus-see...

    But it’s been a very different story for the bond market. ... or about 23 times more than the value of every NBA team put together ... core bonds were able to generate average 6-month and 1-year ...