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  2. Yield to maturity - Wikipedia

    en.wikipedia.org/wiki/Yield_to_maturity

    Then continuing by trial and error, a bond gain of 5.53 divided by a bond price of 99.47 produces a yield to maturity of 5.56%. Also, the bond gain and the bond price add up to 105. Finally, a one-year zero-coupon bond of $105 and with a yield to maturity of 5.56%, calculates at a price of 105 / 1.0556^1 or 99.47.

  3. Current yield - Wikipedia

    en.wikipedia.org/wiki/Current_yield

    The concept of current yield is closely related to other bond concepts, including yield to maturity (YTM), and coupon yield. When a coupon-bearing bond sells at; a discount: YTM > current yield > coupon yield; a premium: coupon yield > current yield > YTM; par: YTM = current yield = coupon yield. For zero-coupon bonds selling at a discount, the ...

  4. Zero-coupon bond - Wikipedia

    en.wikipedia.org/wiki/Zero-coupon_bond

    Some zero coupon bonds are inflation indexed, and the amount of money that will be paid to the bond holder is calculated to have a set amount of purchasing power, rather than a set amount of money, but most zero coupon bonds pay a set amount of money known as the face value of the bond. Zero coupon bonds may be long or short-term investments ...

  5. The Relationship Between Bond Prices and Interest Rates - AOL

    www.aol.com/finance/relationship-between-bond...

    Many investors may use the following formula to calculate bond prices: P ... (T 0) = bond price at period zero. PMT(T n) = coupon payment at period n. FV = par value. r = yield to maturity. n ...

  6. Forward rate - Wikipedia

    en.wikipedia.org/wiki/Forward_rate

    The forward rate is the future yield on a bond. ... is the zero-coupon yield for the time period (,), (k = 1,2). Related instruments Forward rate agreement ...

  7. 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:

  8. Check or calculate the value of a savings bond online - AOL

    www.aol.com/finance/check-calculate-value...

    Bond holders continue to earn interest for up to 30 years, making the bond even more valuable the longer it is kept. Bottom line Series EE savings bonds mature after 20 years, and they’ll ...

  9. Duration (finance) - Wikipedia

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

    Expression (3) which uses the bond's yield to maturity to calculate discount factors. ... The zero-coupon bond will have the highest sensitivity, changing at a rate ...