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  2. Duration (finance) - Wikipedia

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

    In contrast to Macaulay duration, modified duration (sometimes abbreviated MD) is a price sensitivity measure, defined as the percentage derivative of price with respect to yield (the logarithmic derivative of bond price with respect to yield). [15] Modified duration applies when a bond or other asset is considered as a function of yield.

  3. Fixed-income attribution - Wikipedia

    en.wikipedia.org/wiki/Fixed-income_attribution

    The modified duration of a bond assumes that cash flows do not change in response to movements in the term structure, which is not the case for an MBS. For instance, when rates fall, the rate of prepayments will probably rise and the duration of the MBS will also fall, which is entirely the opposite behavior to a vanilla bond.

  4. Weighted-average life - Wikipedia

    en.wikipedia.org/wiki/Weighted-Average_Life

    Bond duration Bond duration is the weighted-average time to receive the discounted present values of all the cash flows (including both principal and interest), while WAL is the weighted-average time to receive simply the principal payments (not including interest, and not discounting). For an amortizing loan with equal payments, the WAL will ...

  5. Bond convexity - Wikipedia

    en.wikipedia.org/wiki/Bond_convexity

    The more curved the price function of the bond is, the more inaccurate duration is as a measure of the interest rate sensitivity. [2] Convexity is a measure of the curvature or 2nd derivative of how the price of a bond varies with interest rate, i.e. how the duration of a bond changes as the interest rate changes. [3]

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

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

    The value of a paper savings bond can be checked by using the savings bond calculator on the TreasuryDirect website and entering this information found on bond: Issue date. Bond series.

  7. Yield elasticity of bond value - Wikipedia

    en.wikipedia.org/wiki/Yield_elasticity_of_bond_value

    This is equal to the Macaulay duration times the discount rate, or the modified duration times the interest rate. If the elasticity is below -1, or above 1 if the absolute value is used, the product of the two measures, value times yield or the interest income for the period will go down when the yield goes up.

  8. Option-adjusted spread - Wikipedia

    en.wikipedia.org/wiki/Option-adjusted_spread

    This difference in convexity can also be used to explain the price differential from an MBS to a Treasury bond. However, the OAS figure is usually preferred. The discussion of the "negative convexity" and "option cost" of a bond is essentially a discussion of a single MBS feature (rate-dependent cash flows) measured in different ways.

  9. How Do I Calculate Modified Adjusted Gross Income For ... - AOL

    www.aol.com/calculate-modified-adjusted-gross...

    The IRS uses your modified adjusted gross income (MAGI) to determine whether you qualify for important tax benefits like deducting contributions from your individual retirement account (IRA) and ...