楼上说的不对，这里的Interest rate是指市场上所有bond当前情况的coupon rate，如果该rate上升，说明大家对bond的收益预期增高了，而你现在手中持有的bond的coupon rate还是原来的低值（因为已经固定），所以你要想卖出去，只能降低bond value（你无法改变coupon rate），别人才会买。比如原来的par value 1...
bondprice和interestrate的关系是负相关的关系。根据查询相关公开资料信息显示，bondprice和interestrate是利率和债券价格。利率和债券价格是负相关的关系，利率上升，债券价格下降，利率下降，债券价格上升。
Using a bond's convexity to gauge interest rate risk Keep in mind that while duration may provide a good estimate of the potential price impact of small and sudden changes in interest rates, it may be less effective for assessing the impact of large changes in rates. This is because the ...
maturity): Interest rate that makes the present value of the bond's payments equal to its price...
1、coupon rate：票息率，面值100，年化5%，还款人每年还5块 2、interset rate：可以简单理解成YTM（...
1、Interest Rates and Bond ValuationChapter 6Summer 2008Summer 20081Yunling ChenInterest Rates and Bond ValuaRoadmapBond ValuationTerminologyBasic valuationRelationship Between The Bond Value & YTMWhy the bond price changes?Interest Risk & Default RiskBond Features and TypesInflation, Nominal and Real ...
Bond prices typically rise when interest rates drop. Rates can drop because of market forces or because of policy decisions, such as the Federal Reserve lowering a benchmark interest rate. Investors looking for higher yields will be willing to pay a higher price for existing bonds that have a ...
rate that is required to calculate the bond's price. You'll note this always isn't the case, as the five-year bond has a higher yield than the 10-year bond. This means the broad market is placing more risk surrounding interest rates during the shorter period compared to the longer ...
INVESTMENTS|BODIE,KANE,MA1R4C-U3S U.S.TreasuryBonds •Notematurityis1-10years •Bondmaturityis10-30years •BondsandnotesmaybepurchaseddirectlyfromtheTreasury.•Denominationcanbeassmallas$100,but$1,000ismorecommon.•Bidpriceof100:08means1008/32or$1002.50 INVESTMENTS|BODIE,KANE,MA1R4C-U4S ...
The coupon rate on a bond vis-a-vis prevailing market interest rates has a large impact on how bonds are priced. If a coupon is higher than the prevailing interest rate, the bond's price rises; if the coupon is lower, the bond's price falls. ...