A short-term bond will typically mature within no more than three years. A long-term bond may not mature until after 10 years. The bond's "coupon" or interest should be paid out a few times a year in either case. Deciding between them can depend on your goals a...
Average Coupon as of Nov 29, 2024 1.02% Effective Duration as of Nov 29, 2024 2.35 yrs WAL to Maturity as of Nov 29, 2024 2.46 yrs Worst 3-Month Return Over the Last 3 Years 3 months ending Oct 31, 2022 -3.36% 30 Day SEC Yield ...
Average Coupon as of Nov 29, 2024 1.02% Effective Duration as of Nov 29, 2024 2.35 yrs WAL to Maturity as of Nov 29, 2024 2.46 yrs Worst 3-Month Return Over the Last 3 Years 3 months ending Oct 31, 2022 -3.36% 30 Day SEC Yield ...
when an investor purchases acorporate bond, they are actually purchasing a portion of a company's debt, and this debt is issued with specific details regarding periodiccoupon payments, theprincipalamount of the debt, and the time period until the bond...
long coupon bond类似于long put,虽然duration(delta)绝对值在增大,但其实绝对值越大代表基础资产(利率)的负向影响越大,所以最终是short了duration。 convexity是利率越长,对于price的正向作用越大,所以是long convexity,类似于看涨期权的Delta效果。 ---虽然现在很辛苦,但努力过的感觉真的很好,加油! 添加评论 0 0...
Zero Coupon Bond PricesShort Rate Model CalibrationMaximum Entropy in the MeanNon-Parametric MethodIn this work we use the method of maximum entropy in the mean to provide a model free, non-parametric methodology that uses only market data to provide the prices of the zero coupon bonds, and ...
The fund’s goal is to track as closely as possible, before fees and expenses, the total return of an index that measures the performance of the short-term U.S. Treasury bond market. Highlights A straightforward, low-cost fund offering potential tax-efficiency The Fund can serve as part of...
corporate bonds currently paying a coupon, rated BB1 through B3, and having a maturity less than 3 years. 2. Source: Fund prospectus. 3. Net Expense Ratio reflects a contractual expense reimbursement that continues through 3/1/25. Without the reimbursement, if applicable, performance would have...
Average Coupon as of Nov 29, 2024 1.02% Effective Duration as of Nov 29, 2024 2.35 yrs WAL to Maturity as of Nov 29, 2024 2.46 yrs Worst 3-Month Return Over the Last 3 Years 3 months ending Oct 31, 2022 -3.36% 30 Day SEC Yield ...
Size of Fund (Millions) as of Jan 31, 2025 $446.4 M Share Class launch date Oct 02, 2006 Benchmark Index BBG Municipal Bond 1-5Yr Index (USD) Morningstar Category Muni National Short CUSIP 09253C793 Open to New Investors Yes Size of Class (Millions) ...