Tag: bond-math
Concepts
- Bond Amortization and Yield Accretion
- Compounding Frequency and Yield Conversions
- Cubic Spline vs Piecewise Linear Curve Fitting
- The Duration of a Floating Rate Note
- Empirical Duration vs Analytical Duration
- Make-Whole Call Provisions
- Par Yield Curve Construction
- Portfolio Duration and Risk Aggregation
- Premium and Discount Bonds and Pull to Par
- PVBP Hedge Ratios Between Bonds
- Yield to Call and Yield to Worst