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  2. Zero coupon swap - Wikipedia

    en.wikipedia.org/wiki/Zero_coupon_swap

    A zero coupon swap (ZCS) [1] is a derivative contract made between two parties with terms defining two 'legs' upon which each party either makes or receives payments. One leg is the traditional fixed leg, whose cashflows are determined at the outset, usually defined by an agreed fixed rate of interest.

  3. Zero-coupon inflation swap - Wikipedia

    en.wikipedia.org/wiki/Zero-Coupon_Inflation_Swap

    A zero-coupon inflation swap (ZCIS), also called a zero-coupon inflation-indexed swap (ZCIIS), is a standard derivative product whose payoff depends on the inflation rate realized over a given period of time. The underlying asset is a single consumer price index (CPI).

  4. 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:

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

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

    Volatility and interest rate risk: Without regular interest payments to cushion price fluctuations, zero-coupon bonds are more volatile than short-term bonds. In general, the current value of any ...

  6. Z-spread - Wikipedia

    en.wikipedia.org/wiki/Z-spread

    The Z-spread is also widely used in the credit default swap ... The corresponding zero-coupon Treasury rates (compounded semi-annually) are: 4.5% for 7/1/2009; ...

  7. Inflation derivative - Wikipedia

    en.wikipedia.org/wiki/Inflation_derivative

    Inflation swaps are the linear form of these derivatives. They can take a similar form to fixed versus floating interest rate swaps (which are the derivative form for fixed rate bonds), but use a real rate coupon versus floating, but also pay a redemption pickup at maturity (i.e., the derivative form of inflation-indexed bonds).

  8. Swap (finance) - Wikipedia

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

    A zero coupon swap is of use to those entities which have their liabilities denominated in floating rates but at the same time would like to conserve cash for operational purposes. A deferred rate swap is particularly attractive to those users of funds that need funds immediately but do not consider the current rates of interest very attractive ...

  9. What Is a Zero-Coupon Bond? - AOL

    www.aol.com/zero-coupon-bond-173445378.html

    For example, if a zero-coupon bond with a $20,000 face value and a 20-year term pays 5.5% interest, the interest rate is knocked off the purchase price and the bond might sell for $7,000.