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  2. Yield to maturity - Wikipedia

    en.wikipedia.org/wiki/Yield_to_maturity

    The yield to maturity (YTM), book yield or redemption yield of a fixed-interest security is an estimate of the total rate of return anticipated to be earned by an investor who buys it at a given market price, holds it to maturity, and receives all interest payments and the capital redemption on schedule. [1] [2]

  3. The Relationship Between Bond Prices and Interest Rates - AOL

    www.aol.com/finance/relationship-between-bond...

    Many investors may use the following formula to calculate bond prices: P(T 0) = ... r = yield to maturity. n = number of periods. When considering bond prices, higher coupon rates, par values or ...

  4. Bond Price vs. Yield: Why The Difference Matters to Investors

    www.aol.com/bond-price-vs-yield-why-140036009.html

    Yield to Maturity (YTM) – This is the total return investors earn when they hold the bond until it matures. Like the coupon or nominal yield, it’s often quoted as an annual rate but differs ...

  5. Current yield - Wikipedia

    en.wikipedia.org/wiki/Current_yield

    The current yield refers only to the yield of the bond at the current moment. It does not reflect the total return over the life of the bond, or the factors affecting total return, such as: the length of time over which the bond produces cash flows for the investor (the maturity date of the bond),

  6. Bond valuation - Wikipedia

    en.wikipedia.org/wiki/Bond_valuation

    The yield to maturity (YTM) is the discount rate which returns the market price of a bond without embedded optionality; it is identical to (required return) in the above equation. YTM is thus the internal rate of return of an investment in the bond made at the observed price.

  7. Yield (finance) - Wikipedia

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

    yield to call uses the same methodology as the yield to maturity, but assumes that the issuer calls the bond at the first opportunity instead of allowing it to be held until maturity; yield to put assumes that the bondholder sells the bond back to the issuer at the first opportunity; and; yield to worst is the lowest of the yield to all ...

  8. Duration (finance) - Wikipedia

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

    The yield-price relationship is inverse, and the modified duration provides a very useful measure of the price sensitivity to yields. As a first derivative it provides a linear approximation. For large yield changes, convexity can be added to provide a quadratic or second-order approximation. Alternatively, and often more usefully, convexity ...

  9. Yield curve - Wikipedia

    en.wikipedia.org/wiki/Yield_curve

    In a positively sloped yield curve, lenders profit from the passage of time since yields decrease as bonds get closer to maturity (as yield decreases, price increases); this is known as rolldown and is a significant component of profit in fixed-income investing (i.e., buying and selling, not necessarily holding to maturity), particularly if the ...