Similarities between Bond convexity and Interest rate
Bond convexity and Interest rate have 2 things in common (in Unionpedia): Present value, Yield to maturity.
Present value
In economics and finance, present value (PV), also known as present discounted value, is the value of an expected income stream determined as of the date of valuation.
Bond convexity and Present value · Interest rate and Present value ·
Yield to maturity
The yield to maturity (YTM), book yield or redemption yield of a bond or other fixed-interest security, such as gilts, is the (theoretical) internal rate of return (IRR, overall interest rate) earned by an investor who buys the bond today at the market price, assuming that the bond is held until maturity, and that all coupon and principal payments are made on schedule.
Bond convexity and Yield to maturity · Interest rate and Yield to maturity ·
The list above answers the following questions
- What Bond convexity and Interest rate have in common
- What are the similarities between Bond convexity and Interest rate
Bond convexity and Interest rate Comparison
Bond convexity has 28 relations, while Interest rate has 107. As they have in common 2, the Jaccard index is 1.48% = 2 / (28 + 107).
References
This article shows the relationship between Bond convexity and Interest rate. To access each article from which the information was extracted, please visit: