A zero-coupon bond (also discount bond or deep discount bond) is a bond in which the face value is repaid at the time of maturity. Unlike regular bonds...

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...

bond, the Macaulay duration will be between 0 and the maturity of the bond. It is equal to the maturity if and only if the bond is a zero-coupon bond...

detail: (1) the bond's coupon dates and coupon amounts are known with certainty. Therefore, (2) some multiple (or fraction) of zero-coupon bonds, each corresponding...

the coupon is almost always semiannual, while Euro denominated corporates pay coupon quarterly. The coupon can be zero. In this case the bond, a zero-coupon...

the principal (i.e. amount borrowed) of the bond at the maturity date as well as interest (called the coupon) over a specified amount of time). The timing...

called face value or principal, into a 10-year government bond with a 10% annual coupon; the government would pay the bondholder 10% interest ($2000...

value. With a callable bond, investors have the benefit of a higher coupon than they would have had with a non-callable bond. On the other hand, if interest...

bootstrapping is a method for constructing a (zero-coupon) fixed-income yield curve from the prices of a set of coupon-bearing products, e.g. bonds and swaps...

zero-coupon bond and lowest with an amortizing bond (where the payments are front-loaded). Although the amortizing bond and the zero-coupon bond have different...

value}}{\text{Present value}}}}-1} Consider a 30-year zero-coupon bond with a face value of $100. If the bond is priced at an annual YTM of 10%, it will cost...

separate the interest coupons from paper securities for separate resale, while the principal would be resold as a zero-coupon bond. The modern versions...

zero-configuration networking, a set of techniques that automatically creates a usable Internet Protocol (IP) network 0-coupon bond, or Zero-coupon bond...

Bond+Option is a capital guarantee product that provides an investor with a fixed, predetermined participation to an option. Buying the zero-coupon bond...

compounded. In contrast to zero-coupon bonds, accrual bonds have a clearly stated coupon rate. The dictionary definition of Accrual bond at Wiktionary v t e...

An affine term structure model is a financial model that relates zero-coupon bond prices (i.e. the discount curve) to a spot rate model. It is particularly...

Zero price may refer to: Free of charge, a price of zero The offering price of a Zero-coupon bond or its financial equivalent This disambiguation page...

is a callable bond, and the issuer calls the bond. The bondholder has about one month to convert it, or the company will call the bond by giving the holder...

from "sakk". an exception is the "zero coupon" bond or sukuk where there is no payout or coupon but the value of the bond/sukuk increases until maturity...

timings of scheduled payments. A ZCS takes its name from a zero coupon bond which has no interim coupon payments and only a single payment at maturity. A ZCS...

maximum smoothness of either forward interest rates, zero coupon bond prices, or zero coupon bond yields Local regression using kernels Linear programming...

{\displaystyle Q} , then the price at time t {\displaystyle t} of a zero-coupon bond maturing at time T {\displaystyle T} with a payoff of 1 is given by...

may equally well replace the savings account by the risk-free bond. A unit zero-coupon bond maturing at time T {\displaystyle T} is a security paying to...

mortgage pass-through. Just as this article describes a bond as a 30-year bond with 6% coupon rate, this article describes a pass-through MBS as a $3...

belongs to the class of no-arbitrage models, i.e. it can fit today's zero-coupon bond prices, and in its most general form, today's prices for a set of caps...

with warrants P 0 {\displaystyle P_{0}} Coupon payments C Maturity T Required rate of return r Face value of bond F Value of warrants = P 0 − ( ∑ t = 1...

seller borrows an asset (often a security such as a share of stock or a bond) and quickly selling it. The short seller must later buy the same amount...

includes CPPI, which consists of a guarantee, notionally related to a zero-coupon bond and an underlying investment. Assets are dynamically shifted (or allocated)...

yield (on annual interest rate basis) of an n {\displaystyle n} -year zero-coupon bond (ZCB), and P n {\displaystyle P_{n}} denotes the price of an n {\displaystyle...

specified dates. This type of bond protects investors: if interest rates rise after bond purchase, the future value of coupon payments will become less valuable...