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。
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...
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 ...
When interest rates fall, bond prices typically rise, and there may be an opportunity to profit if an investor sells the bond before maturity. Let's assume an investor bought a bond with a 10-year maturity, a coupon rate paying 2%, and purchased it at its par value of $1,000. But i...
Interest Rate Volatility and Bond Prices. Financial Analysts Journal (July-August), 70-74.Interest Rate Volatility and Bond Prices - Longstaff, Schwartz - 1993Loexitngstaff, F. A. and Schwartz, E. S. (1993) `Interest Rate Volatility and Bond Prices', Financial Analysts Journal, July-August...
future cash flows. Typically, bonds are fixed-rate investments. If inflation is increasing (or rising prices), the return on a bond is reduced inrealterms, meaning adjusted for inflation. For example, if a bond pays a 4% yield and inflation is 3%, the bond's real rate of return is ...
an interest rate of 2%. Investors may be willing to pay more than $1,000 for the 3% bond to earn the better interest rate. When this happens, we say the 3% bond is ‘trading at a premium’ – and it is obviously a good position for a portfolio manager already holding that bond. ...
PriceandYield-to-maturity(YTM) 600 700 800 900 1000 1100 1200 1300 1400 1500 0%2%4%6%8%10%12%14% B o n d P r i c e Yield-to-maturity(YTM) 7-7 BondPrices:Relationship BetweenCouponandYield •IfYTM=couponrate,thenparvalue=bondprice •IfYTM>couponrate,thenparvalue>bondprice –...
另一方面，interest rate通常指的是收益率，即出借方要求的回报率，比如YTM（yield to maturity）。它表示的是债券到期时，投资者按当前价格买入后，直到到期能够获得的平均年化收益率。这两个概念分别代表了债券的支付和投资者的期望回报。它们共同决定了一只面值为100元的债券在当前市场上的价值。具体而言...
economy. That interest-rate difference (also called the spread) is essentially a measure of the shape of the yield curve, as it represents the difference between a long-term interest rate (the 10-year treasury bond) and a short-term rate (the federal funds rate). If the spread is ...