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

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

    Coupon (or Nominal) Yield – Suppose someone buys a one-year bond with a face value of $1,000 bond and an annual coupon of $50. Holding that bond for one year (to maturity) would result in a ...

  3. Yield to maturity - Wikipedia

    en.wikipedia.org/wiki/Yield_to_maturity

    With 20 years remaining to maturity, the price of the bond will be 100/1.07 20, or $25.84. 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%.

  4. Check or calculate the value of a savings bond online - AOL

    www.aol.com/finance/check-calculate-value...

    One of the safest investments available is the Series EE savings bond, issued by the U.S. government. Though savings bonds have a low rate of return, there are few investments that guarantee to ...

  5. Yield elasticity of bond value - Wikipedia

    en.wikipedia.org/wiki/Yield_elasticity_of_bond_value

    The yield elasticity of bond value is the elasticity of the market value of a bond with respect to its yield—the percentage change in bond value divided by its causative percent change in the yield to maturity of the bond. Equivalently, it is the derivative of value with respect to yield

  6. Bond convexity - Wikipedia

    en.wikipedia.org/wiki/Bond_convexity

    For a bond with an embedded option, a yield to maturity based calculation of convexity (and of duration) does not consider how changes in the yield curve will alter the cash flows due to option exercise. To address this, an effective convexity must be calculated numerically. [18]

  7. Coupon (finance) - Wikipedia

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

    [6] [7] Such bonds make only one payment: the payment of the face value on the maturity date. Normally, to compensate the bondholder for the time value of money, the price of a zero-coupon bond will always be less than its face value on any date of purchase before the maturity date. [8]

  8. I-spread - Wikipedia

    en.wikipedia.org/wiki/I-spread

    The Interpolated Spread, I-spread or ISPRD of a bond is the difference between its yield to maturity and the linearly interpolated yield for the same maturity on an appropriate reference yield curve. The reference curve may refer to government debt securities or interest rate swaps or other benchmark instruments, and should always be explicitly ...

  9. Adjusted current yield - Wikipedia

    en.wikipedia.org/wiki/Adjusted_current_yield

    The adjusted current yield is a financial term used in reference to bonds and other fixed-interest securities.It is closely related to the concept of current yield.. The adjusted current yield is given by the current yield with addition of / %.