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  2. Coupon (finance) - Wikipedia

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

    In finance, a coupon is the interest payment received by a bondholder from the date of issuance until the date of maturity of a bond. [1] Coupons are normally described in terms of the "coupon rate", which is calculated by adding the sum of coupons paid per year and dividing it by the bond's face value. [2] For example, if a bond has a face ...

  3. Day count convention - Wikipedia

    en.wikipedia.org/wiki/Day_count_convention

    The coupon payment frequency. 1 = annual, 2 = semi-annual, 4 = quarterly, 12 = monthly, etc. Principal Par value of the investment. (Also known as "face value", "nominal value" or just "par"). In the case of an amortizing bond, it is the unpaid principal = outstanding principal amount (OPA) = principal balance.

  4. Duration (finance) - Wikipedia

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

    a = fraction of a period remaining until next coupon payment; m = number of full coupon periods until maturity; P = bond price (present value of cash flows discounted with rate i) For a bond with coupon frequency but an integer number of periods (so that there is no fractional payment period), the formula simplifies to: [25]

  5. Current yield - Wikipedia

    en.wikipedia.org/wiki/Current_yield

    the length of time over which the bond produces cash flows for the investor (the maturity date of the bond), interest earned on reinvested coupon payments, or reinvestment risk (the uncertainty about the rate at which future cash flows can be reinvested), and; fluctuations in the market price of a bond prior to maturity. [3]

  6. 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.

  7. Bond valuation - Wikipedia

    en.wikipedia.org/wiki/Bond_valuation

    Duration is a linear measure of how the price of a bond changes in response to interest rate changes. It is approximately equal to the percentage change in price for a given change in yield, and may be thought of as the elasticity of the bond's price with respect to discount rates. For example, for small interest rate changes, the duration is ...

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  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.