Think 24/7 Web Search

Search results

  1. Results from the Think 24/7 Content Network
  2. List of government bonds - Wikipedia

    en.wikipedia.org/wiki/List_of_government_bonds

    BTFs - bills of up to 1 year maturities. BTANs - 1 to 6 year notes. Obligations assimilables du Trésor (OATs) - 7 to 50 year bonds. TEC10 OATs - floating rate bonds indexed on constant 10year maturity OAT yields. OATi - French inflation-indexed bonds. OAT€i - Eurozone inflation-indexed bonds. Agence France Trésor.

  3. Bootstrapping (finance) - Wikipedia

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

    Given: 0.5-year spot rate, Z1 = 4%, and 1-year spot rate, Z2 = 4.3% (we can get these rates from T-Bills which are zero-coupon); and the par rate on a 1.5-year semi-annual coupon bond, R3 = 4.5%. We then use these rates to calculate the 1.5 year spot rate. We solve the 1.5 year spot rate, Z3, by the formula below:

  4. United States Treasury security - Wikipedia

    en.wikipedia.org/wiki/United_States_Treasury...

    Treasury bonds (T-bonds, also called a long bond) have the longest maturity at twenty or thirty years. They have a coupon payment every six months like T-notes. [12] The U.S. federal government suspended issuing 30-year Treasury bonds for four years from February 18, 2002, to February 9, 2006. [13]

  5. What Is a Zero-Coupon Bond? - AOL

    www.aol.com/zero-coupon-bond-173445378.html

    For example, if a zero-coupon bond with a $20,000 face value and a 20-year term pays 5.5% interest, the interest rate is knocked off the purchase price and the bond might sell for $7,000.

  6. 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 . 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. For example, if a bond has a face value of ...

  7. American Journal of Business Education June 2011 Volume 4 ...

    files.eric.ed.gov/fulltext/EJ1056640.pdf

    Step 2: Find the FV of the Coupons using the Chosen Reinvestment Rate (in this example - 3%) N = 10 I/P = 3 PMT = 90 PV = 0 CPT FV = 1,031.75 Step 3: Solve for the Realized Compound Yield N = 10 FV = 1,031.75 + 1,000 (Future value of coupons at reinvestment rate + par value) PMT = 0 PV = - 1,308.87 CPT I/P = 4.495

  8. Yield to maturity - Wikipedia

    en.wikipedia.org/wiki/Yield_to_maturity

    Over the coming 30 years, the price will advance to $100, and the annualized return will be 10%. What happens in the meantime? Suppose that over the first 10 years of the holding period, interest rates decline, and the yield-to-maturity on the bond falls to 7%. With 20 years remaining to maturity, the price of the bond will be 100/1.07 20, or ...

  9. 4 High-Yield Dividend ETFs to Generate Passive Income - AOL

    www.aol.com/4-high-yield-dividend-etfs-082000074...

    The 10 stocks that made the cut could produce monster returns in the coming years. Consider when Nvidia made this list on April 15, 2005... if you invested $1,000 at the time of our recommendation ...