Bond Markets: Structures and Yield Calculations

Front Cover
Global Professional Publishi, 1998 - Bond market - 96 pages
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How much accrued interest is payable by the buyer in addition to traded price?
Covers the costs of a bond if quoted on a yield basis
Includes the rules for adjusting coupon rates
Explains how different instruments are normally quoted
Covers how yields are quoted and calculated.

As cross-market bond trading has increased, it has become vital for international participants to understand the many different features that characterize the various international bond markets. Of particular interest to bond traders and investors are factors such as calculation of prices, accrued interest, yields, and durations.

Bond Markets compares and contrasts all major bond markets.
 

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Contents

Measures of Life and Associated Calculations
13
Yields
23
Floating Rate Note Calculations
40
Convertible Calculations
47
Money Market Instruments
56
Bond Market Comparisons
65
Appendix I
89
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About the author (1998)

Patrick Brown is a Director of the International Securities Market Association (ISMA).

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