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  2. Yield to maturity - Wikipedia

    en.wikipedia.org/wiki/Yield_to_maturity

    Even though the yield-to-maturity for the remaining life of the bond is just 7%, and the yield-to-maturity bargained for when the bond was purchased was only 10%, the annualized return earned over the first 10 years is 16.25%. This can be found by evaluating (1+i) from the equation (1+i) 10 = (25.84/5.73), giving 0.1625.

  3. Adjusted current yield - Wikipedia

    en.wikipedia.org/wiki/Adjusted_current_yield

    The adjusted current yield is a financial term used in reference to bonds and other fixed-interest securities.It is closely related to the concept of current yield.. The adjusted current yield is given by the current yield with addition of / %.

  4. Yield curve - Wikipedia

    en.wikipedia.org/wiki/Yield_curve

    If P is defined for all future t then we can easily recover the yield (i.e. the annualized interest rate) for borrowing money for that period of time via the formula = / The significant difficulty in defining a yield curve therefore is to determine the function P(t). P is called the discount factor function or the zero coupon bond.

  5. How to save for a home down payment when rates are falling - AOL

    www.aol.com/finance/save-home-down-payment-rates...

    The other key benefit to a CD: You can calculate exactly how much money you’ll have at maturity. For example, if you’ve already set aside $25,000 in a savings account, you could open a six ...

  6. Mortgage yield - Wikipedia

    en.wikipedia.org/wiki/Mortgage_yield

    In finance, mortgage yield is a measure of yield of mortgage-backed bonds.It is also known as cash flow yield. The mortgage yield, or cash flow yield, of a mortgage-backed bond is the monthly compounded discount rate at which net present value of all future cash flows from the bond will be equal to the present price of the bond.

  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. I-spread - Wikipedia

    en.wikipedia.org/wiki/I-spread

    The Interpolated Spread, I-spread or ISPRD of a bond is the difference between its yield to maturity and the linearly interpolated yield for the same maturity on an appropriate reference yield curve. The reference curve may refer to government debt securities or interest rate swaps or other benchmark instruments, and should always be explicitly ...

  9. 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.

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