其中,常用的是首次提前赎回收益率(Yield to first call)和面值提前赎回收益率(Yield to first par call)。首次提前赎回收益率 … www.insiderisk.net|基于2个网页 3. 首次赎回收益率 其中,赎回收益率也称为首次赎回收益率(yield to first call),它假设公司一旦有权利就执行可赎回条款。但债券的溢价折价发 … ...
英文全称yield to (first) call 中文解释至通知赎回时收益 缩写简介 商务常用英语 热门英文缩写词 LDP(标签分配协定) L.L.(专线) LMDS(区域多点分散式服务) LMI(局部管理介面) LSC(标签交换电路) LSP(标签交换路径) LSR(标签交换路由器) LTE(线路终端设备) ...
current yield: 当前收益率 yield-to-call: 赎回收益率 yield-to-first call: 属于赎回收益率(到第一个赎回日的收益率) yield-to-first par call: 属于赎回收益率(到第一个以面值赎回的收益率) yield-to-worst: 可赎回债券的YTM及各种赎回收益率中的最低值 floating rate notes,FRN: 浮动利率债券 reference...
Simple yield Yield to call (YTC) Yield to first call Yield to second call Yield to worst Yield to Maturity 持有至到期收益率 P0=∑i=1nPMTi(1+YTM)i+Par(1+YTM)n YTM,是投资者站在 0 时刻,对这笔投资的预期年化回报率。 注意,上式是从左向右计算的。是先有了债券的市场价格,进而计算 YTM。
1) YTC yield to (first) call 至通知赎回时收益2) redemption yield 赎回收益3) Redemption Notice Period 赎回通知期 例句>> 4) Yield to call 购回时收益5) Notice of Eviction 收回房舍通知书6) gains or losses on bond retirement 推定赎回损益补充资料:不可赎回优先股票 不可赎回优先股票——...
yield-to-first call / yield-to-second call / yield-to-first par call:第一次可赎回时收益率,第二次可赎回时收益率,第一次按面值赎回收益率 yield-to-worst:最差收益率 option-adjusted yield(OAY):权利调整收益率 View Code 2.2 Yield measures for floating-rated bond:浮动利率债券收益率测量 ...
at some assumed call date and the call price is then the call price specified in the call schedule. Typically, investors calculate a yield to first call or yield to next call, a yield to first par call, and yield to refunding. Mathematically, the yield to call can be expressed as ...
ˌyield to ˈcall noun (plural yields to call) [countable] the yield that an investor will get from a bond if they REDEEM it (=change it into cash) at the first CALL DATE (=when they can be redeemed before MATURITY)Many junk bonds currently are trading at their yield-to-call ...
英语翻译Suppose that a 10% 15-year bond has the following callstructure:Notcallable for the next 5 years;Firstcallable in 5 years at $105;Firstpar call date is in 10 years;Theprice of the bond is $127.5880.A.Isthe yield to maturity for this bond
Hypothetically, the yield to call (YTC) can be calculated as if the bond was redeemed on a date later than the first call date, but most YTCs are calculated based on redemption on the earliest date possible. What are Callable Bonds? The fixed call price is usually set at a minor premiu...