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  2. 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.

  3. 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.

  4. Black–Derman–Toy model - Wikipedia

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

    In mathematical finance, the Black–Derman–Toy model (BDT) is a popular short-rate model used in the pricing of bond options, swaptions and other interest rate derivatives; see Lattice model (finance) § Interest rate derivatives.

  5. How often do Treasury bonds pay interest? - AOL

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

    Key takeaways. Treasury bonds are government securities that pay a fixed interest rate every six months. A Treasury bond’s coupon rate – or interest paid – stays fixed for the life of the ...

  6. What is a Treasury bond? - AOL

    www.aol.com/finance/treasury-bond-215931993.html

    T-bills are sold at a discount to the face value of the bond, so investors earn the difference at maturity. How do Treasury bonds work? Treasury bonds come with maturities of 20 to 30 years. A 30 ...

  7. Bootstrapping (finance) - Wikipedia

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

    For each stage of the iterative process, we are interested in deriving the n-year zero-coupon bond yield, also known as the internal rate of return of the zero-coupon bond. As there are no intermediate payments on this bond, (all the interest and principal is realized at the end of n years) it is sometimes called the n-year spot rate.

  8. Can I Make More in 2023 Off Treasury Bills or Bonds? - AOL

    www.aol.com/treasury-bills-vs-bonds-best...

    Treasury bonds work differently, paying out interest to investors twice a year until reaching maturity. But T-bills and T-bonds share a plethora of similarities.

  9. Yield spread - Wikipedia

    en.wikipedia.org/wiki/Yield_spread

    For example, if a risk-free 10-year Treasury note is currently yielding 5% while junk bonds with the same duration are averaging 7%, then the spread between Treasuries and junk bonds is 2%. If that spread widens to 4% (increasing the junk bond yield to 9%), then the market is forecasting a greater risk of default, probably because of weaker ...

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