By Clark G. L., Duane W.
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Extra resources for A New Method of Using X-Rays in Crystal Analysis
1) below. It assumes complete years to maturity, annual coupon payments, and no accrued interest at the calculation date. P= C (1 + r ) + C (1 + r )2 + C (1 + r )3 + ..... 1) where P = the bond’s fair price C = the annual coupon payment r = the discount rate, or required yield N = the number of years to maturity, and so the number of interest periods for a bond paying an annual coupon M = the maturity payment Chapter 1 showed that the price and yield of a bond are two sides of the same relationship.
Index-linked bonds generally have much lower coupons than vanilla bonds with similar maturities. This is true because they are inﬂation-protected, causing the real yield required to be lower than the nominal yield, but their durations tend to be higher. Bond Instruments and Interest Rate Risk 37 Yield’s relationship to duration is a function of its role in discounting future cash ﬂows. As yield increases, the present values of all future cash ﬂows fall, but those of the more distant cash ﬂows fall relatively more.
Term to maturity also fails to give an accurate picture of the trading characteristics of a bond or to provide a basis for comparing it with other bonds having similar maturities. Clearly, a more accurate measure is needed. A bond’s maturity gives little indication of how much of its return is paid out during its life or of the timing and size of its cash ﬂows. Maturity is thus inadequate as an indicator of the bond’s sensitivity to moves in market interest rates. To see why this is so, consider two bonds with the same maturity date but different coupons: the higher-coupon bond generates a larger proportion of its return in the form of coupon payments than does the lower-coupon bond and so pays out its return at a faster rate.
A New Method of Using X-Rays in Crystal Analysis by Clark G. L., Duane W.