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 ...
Weighted Average Coupon5.34% Weighted Average Yield to Maturity5.29% Weighted Average Bond Price$99.58 Number of Securities373 DISCLOSURES For additional information, including definitions of related terms and indexes, see theFinancial GlossaryandBenchmark Index Glossary.In addition, by accessing documents ...
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 ...
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...
Weighted Average Bond Price $99.43 Weighted Average Coupon 6.48% Number of Securities 203 FOOTNOTES *Yield to Maturity (YTM) = Yield to Worst (YTW) for all bank loans in the calculation. DISCLOSURES For additional information, including definitions of related terms and indexes, see the Fi...
Weighted Average Coupon As of 12/31/2024 2.85% Effective Duration As of 12/31/2024 1.9 years Standard Deviation (3 Yr) As of 12/31/2024 2.45% Performance Portfolio Distributions Documents Prospectus and Other Regulatory Documents SCHO Prospectus and Other Regulatory Documents Schwab Short-...
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 ...
Short Duration High Income Fund (A) (ESHAX) - Seeks high-yield bond exposure with short duration. - Taxable Income Fund
What's the Difference Between a Short-Term and a Long-Term Bond? 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 ye...
coupon payment. On the other hand, a bond with 20 coupon payments left will be underpaying the investor for a much longer period. This difference in remaining payments will cause a greater drop in a long-term bond's price than it will in a short-term bond's price when interest rates ...