Category:Debt Pricing Yields

From Open Risk Manual
Debt_Pricing_Yields

Debt pricing and yields are intimately related, and this category sets out the basic concepts of debt price, including different ways in which debt and bod prices are described and calculated, as well as a range of different kinds of yield (simple yield, Wall Street Yield, Japanese Yield and so on). The pricing terms are supported by a range of trading and exchange related concepts that are used to differentiate different kinds of debt price, for example last, high and low exchange prices.Note that there seems to be some cross-over between terms in this category and in the Debt Analytics category, for example Macaulay's Duration is here while modified duration is in the other category, and similarly some yield terms are in that other category. This was originally one single category, and these two categories should be used together.

Pages in category "Debt Pricing Yields"

The following 78 pages are in this category, out of 78 total.