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  2. Zero-coupon bond - Wikipedia

    en.wikipedia.org/wiki/Zero-coupon_bond

    Zero coupon bonds have a duration equal to the bond's time to maturity, which makes them sensitive to any changes in the interest rates. Investment banks or dealers may separate coupons from the principal of coupon bonds, which is known as the residue, so that different investors may receive the principal and each of the coupon payments.

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

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

    This liability can make zero-coupon bonds less tax-efficient for some investors. Commitment: Zero-coupon bonds are intended to be a long-term commitment, usually spanning 10 to 30 years. For ...

  4. Dirty price - Wikipedia

    en.wikipedia.org/wiki/Dirty_price

    A corporate bond has a coupon rate of 7.2% and pays 4 times a year, on 15 January, April, July, and October. It uses the 30/360 US day count convention.. A trade for 1,000 par value of the bond settles on January 25.

  5. Risk-free rate - Wikipedia

    en.wikipedia.org/wiki/Risk-free_rate

    Some academics support the use of swap rates as a measurement of the risk-free rate. Feldhütter and Lando state that: "the riskless rate is better proxied by the swap rate than the Treasury rate for all maturities." [6] There is also the risk of the government 'printing more money' to meet the obligation, thus paying back in lesser valued ...

  6. 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.

  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. How often do Treasury bonds pay interest? - AOL

    www.aol.com/finance/often-treasury-bonds-pay...

    Imagine a 30-year U.S. Treasury Bond is paying around a 3 percent coupon rate. That means the bond will pay $30 per year for every $1,000 in face value (par value) that you own.

  9. Yield to maturity - Wikipedia

    en.wikipedia.org/wiki/Yield_to_maturity

    The annual bond coupon should increase from $5 to $5.56 but the coupon can't change as only the bond price can change. So the bond is priced approximately at $100 - $0.56 or $99.44 . If the bond is held until maturity, the bond will pay $5 as interest and $100 par value for the matured bond.

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