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  2. Bond valuation - Wikipedia

    en.wikipedia.org/wiki/Bond_valuation

    Bond valuation is the process by which an investor arrives at an estimate of the theoretical fair value, or intrinsic worth, of a bond.As with any security or capital investment, the theoretical fair value of a bond is the present value of the stream of cash flows it is expected to generate.

  3. Dirty price - Wikipedia

    en.wikipedia.org/wiki/Dirty_price

    The bonds are purchased from the market at $985.50. Given that $2.00 pays the accrued interest, the remainder ($983.50) represents the underlying value of the bonds. The following table illustrates the values of these terms. The market convention for corporate bond prices assigns a quoted (clean price) of $983.50.

  4. Black–Derman–Toy model - Wikipedia

    en.wikipedia.org/wiki/Black–Derman–Toy_model

    repeat until the discounted value at the first node in the tree equals the zero-price corresponding to the given spot interest rate for the i-th time-step. Step 2. Once solved, retain these known short rates, and proceed to the next time-step (i.e. input spot-rate), "growing" the tree until it incorporates the full input yield-curve.

  5. Bootstrapping (finance) - Wikipedia

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

    To derive this rate we observe that the theoretical price of a bond can be calculated as the present value of the cash flows to be received in the future. In the case of swap rates, we want the par bond rate (Swaps are priced at par when created) and therefore we require that the present value of the future cash flows and principal be equal to ...

  6. Yield curve - Wikipedia

    en.wikipedia.org/wiki/Yield_curve

    There is a time dimension to the analysis of bond values. A 10-year bond at purchase becomes a 9-year bond a year later, and the year after it becomes an 8-year bond, etc. Each year the bond moves incrementally closer to maturity, resulting in lower volatility and shorter duration and demanding a lower interest rate when the yield curve is rising.

  7. Ho–Lee model - Wikipedia

    en.wikipedia.org/wiki/Ho–Lee_model

    In financial mathematics, the Ho-Lee model is a short-rate model widely used in the pricing of bond options, swaptions and other interest rate derivatives, and in modeling future interest rates. [1]: 381 It was developed in 1986 by Thomas Ho [2] and Sang Bin Lee. [3] Under this model, the short rate follows a normal process:

  8. Present value - Wikipedia

    en.wikipedia.org/wiki/Present_value

    Present value calculations, and similarly future value calculations, are used to value loans, mortgages, annuities, sinking funds, perpetuities, bonds, and more. These calculations are used to make comparisons between cash flows that don’t occur at simultaneous times, [ 1 ] since time and dates must be consistent in order to make comparisons ...

  9. 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.