U.K., German and Japanese government bond markets
Thomas J. Urich, Salomon Brothers Center for the Study of Financial Institutions, Leonard N. Stern School of Business, Bankers Trust Company (New York, N.Y.)
New York University Salomon Center, 1991 - Business & Economics - 100 pages
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The German Government Bond
Institutional Characteristics of the Japanese
accepted price accrued interest amount announced annual compounding April August Bank of England basis points billion Bobls Bund Bundesbank Calculating Accrued Interest calendar compounded yield conversion offer coupon bonds coupon payment date coupon period coupon rate cum-coupon dated date day count day count convention December December 20 Deutsche Bundesbank discount bond example Exchequer fixed floating-rate bonds German government bonds gilt-edged government bond market investors issue date issue price issue procedure January January 25 Japanese government bond July 31 June last coupon payment low coupon March 20 market participants market price month negative accrued interest normally number of days odd first coupon price auction principal value purchased for settlement reverse auction Rm that solves secondary market semi-annual compounding September settlement date settlement on July short first coupon shown in Figure simple yield stock exchanges tranche U.S. Treasury underwriting syndicate value of Rm yield to maturity