597:
103:
575:
114:
563:
569:
176:
667:
142:
638:
499:
494:
662:
489:
365:
305:
345:
169:
55:
or other benchmark instruments, and should always be explicitly specified. If the bond is expected to repay some
504:
657:
631:
438:
340:
77:
484:
448:
285:
244:
60:
162:
40:
254:
56:
624:
330:
52:
537:
463:
315:
237:
138:
132:
72:
36:
608:
527:
398:
370:
310:
295:
542:
532:
335:
325:
320:
249:
110:
48:
443:
428:
393:
380:
355:
259:
227:
196:
32:
651:
547:
522:
433:
418:
408:
360:
300:
290:
458:
403:
350:
280:
206:
514:
453:
413:
388:
264:
232:
222:
185:
44:
604:
201:
468:
82:
596:
59:
before its final maturity, then the interpolation may be based on the
158:
154:
131:
Ho, Thomas S.Y.; Lee, Sang Bin (2004). "Valuation of a Bond".
43:
yield for the same maturity on an appropriate reference
612:
576:
Securities
Industry and Financial Markets Association
556:
513:
477:
379:
273:
215:
632:
170:
8:
102:O'Kane, Dominic; Sen, Saurav (March 2004).
639:
625:
564:Commercial Mortgage Securities Association
177:
163:
155:
570:International Capital Market Association
137:. Oxford University Press. p. 265.
94:
134:The Oxford Guide to Financial Modeling
7:
593:
591:
500:Commercial mortgage-backed security
47:. The reference curve may refer to
611:. You can help Knowledge (XXG) by
495:Collateralized mortgage obligation
14:
595:
490:Collateralized debt obligation
366:Reverse convertible securities
113:. pp. 4–6. Archived from
35:is the difference between its
1:
63:, rather than the maturity.
668:Economics and finance stubs
306:Contingent convertible bond
684:
590:
346:Inverse floating rate note
104:"Credit Spreads Explained"
49:government debt securities
192:
505:Mortgage-backed security
274:Types of bonds by payout
216:Types of bonds by issuer
607:-related article is a
439:Option-adjusted spread
341:Inflation-indexed bond
78:Option-adjusted spread
663:Fixed income analysis
485:Asset-backed security
449:Weighted-average life
286:Auction rate security
61:weighted-average life
41:linearly interpolated
478:Securitized products
255:Infrastructure bond
53:interest rate swaps
21:Interpolated Spread
331:Floating rate note
620:
619:
585:
584:
538:Exchangeable bond
464:Yield to maturity
316:Exchangeable bond
238:Subordinated debt
73:Asset swap spread
37:yield to maturity
675:
641:
634:
627:
599:
592:
528:Convertible bond
371:Zero-coupon bond
311:Convertible bond
296:Commercial paper
179:
172:
165:
156:
149:
148:
144:978-0-19972770-4
128:
122:
121:
120:on July 5, 2010.
119:
108:
99:
683:
682:
678:
677:
676:
674:
673:
672:
648:
647:
646:
645:
588:
586:
581:
552:
543:Extendible bond
533:Embedded option
509:
473:
375:
336:High-yield debt
326:Fixed rate bond
321:Extendible bond
269:
250:Government bond
245:Distressed debt
211:
188:
183:
153:
152:
145:
130:
129:
125:
117:
111:Lehman Brothers
106:
101:
100:
96:
91:
69:
17:
12:
11:
5:
681:
679:
671:
670:
665:
660:
658:Bond valuation
650:
649:
644:
643:
636:
629:
621:
618:
617:
600:
583:
582:
580:
579:
573:
567:
560:
558:
554:
553:
551:
550:
545:
540:
535:
530:
525:
519:
517:
511:
510:
508:
507:
502:
497:
492:
487:
481:
479:
475:
474:
472:
471:
466:
461:
456:
451:
446:
444:Risk-free bond
441:
436:
431:
429:Mortgage yield
426:
421:
416:
411:
406:
401:
396:
391:
385:
383:
381:Bond valuation
377:
376:
374:
373:
368:
363:
358:
356:Perpetual bond
353:
348:
343:
338:
333:
328:
323:
318:
313:
308:
303:
298:
293:
288:
283:
277:
275:
271:
270:
268:
267:
262:
260:Municipal bond
257:
252:
247:
242:
241:
240:
235:
228:Corporate bond
225:
219:
217:
213:
212:
210:
209:
204:
199:
193:
190:
189:
184:
182:
181:
174:
167:
159:
151:
150:
143:
123:
93:
92:
90:
87:
86:
85:
80:
75:
68:
65:
16:Bond and yield
15:
13:
10:
9:
6:
4:
3:
2:
680:
669:
666:
664:
661:
659:
656:
655:
653:
642:
637:
635:
630:
628:
623:
622:
616:
614:
610:
606:
601:
598:
594:
589:
577:
574:
571:
568:
565:
562:
561:
559:
555:
549:
548:Puttable bond
546:
544:
541:
539:
536:
534:
531:
529:
526:
524:
523:Callable bond
521:
520:
518:
516:
512:
506:
503:
501:
498:
496:
493:
491:
488:
486:
483:
482:
480:
476:
470:
467:
465:
462:
460:
457:
455:
452:
450:
447:
445:
442:
440:
437:
435:
434:Nominal yield
432:
430:
427:
425:
422:
420:
417:
415:
412:
410:
409:Current yield
407:
405:
404:Credit spread
402:
400:
397:
395:
392:
390:
387:
386:
384:
382:
378:
372:
369:
367:
364:
362:
361:Puttable bond
359:
357:
354:
352:
349:
347:
344:
342:
339:
337:
334:
332:
329:
327:
324:
322:
319:
317:
314:
312:
309:
307:
304:
302:
299:
297:
294:
292:
291:Callable bond
289:
287:
284:
282:
279:
278:
276:
272:
266:
263:
261:
258:
256:
253:
251:
248:
246:
243:
239:
236:
234:
231:
230:
229:
226:
224:
221:
220:
218:
214:
208:
205:
203:
200:
198:
195:
194:
191:
187:
180:
175:
173:
168:
166:
161:
160:
157:
146:
140:
136:
135:
127:
124:
116:
112:
105:
98:
95:
88:
84:
81:
79:
76:
74:
71:
70:
66:
64:
62:
58:
54:
50:
46:
42:
38:
34:
30:
26:
22:
613:expanding it
602:
587:
557:Institutions
515:Bond options
459:Yield spread
423:
351:Lottery bond
281:Accrual bond
207:Fixed income
133:
126:
115:the original
97:
28:
24:
20:
18:
454:Yield curve
414:Dirty price
389:Clean price
265:Global bond
233:Senior debt
223:Agency bond
186:Bond market
45:yield curve
652:Categories
89:References
605:economics
394:Convexity
202:Debenture
57:principal
469:Z-spread
424:I-spread
419:Duration
83:Z-spread
67:See also
39:and the
25:I-spread
578:(SIFMA)
572:(ICMA)
566:(CMSA)
399:Coupon
301:Consol
141:
603:This
118:(PDF)
107:(PDF)
31:of a
29:ISPRD
609:stub
197:Bond
139:ISBN
33:bond
19:The
51:or
27:or
654::
109:.
23:,
640:e
633:t
626:v
615:.
178:e
171:t
164:v
147:.
Text is available under the Creative Commons Attribution-ShareAlike License. Additional terms may apply.