Zero-Coupon Bond Yield
The Zero-Coupon Bond Yield calculation lets you calculate the purchase price and the yield to maturity of a zero-coupon bond.
Input
| • market quote | |
| • compounding frequency | |
| • settlement date | |
| • redemption date | |
| • redemption value |
Results
| • purchase price |
| • yield to maturity |
Examples
| • | What is the yield to maturity of a zero-coupon bond on June 1, 2005, if it matures at $1,000 on August 1, 2010, and the market quote is 62 1/4?
Answer: 9.388 %. |
Related topics
| Bond features |
| Bond pricing issues |
| Bond yield measures |
| Bond Yield |
| Equivalent Rates |