Zero coupon yield: Difference between revisions
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The rate of return on an investment today, for a single cashflow at maturity of the instrument. Equal to the current market rate of return on zero coupon bonds of the same maturity. | The rate of return on an investment today, for a single cashflow at maturity of the instrument. | ||
Equal to the current market rate of return on zero coupon bonds of the same maturity. | |||
Also known as the Zero coupon rate, spot rate, or spot yield. | Also known as the Zero coupon rate, spot rate, or spot yield. | ||
== See also == | == See also == | ||
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* [[Zero]] | * [[Zero]] | ||
* [[Zero coupon bond]] | * [[Zero coupon bond]] | ||
Revision as of 11:09, 13 July 2013
The rate of return on an investment today, for a single cashflow at maturity of the instrument.
Equal to the current market rate of return on zero coupon bonds of the same maturity.
Also known as the Zero coupon rate, spot rate, or spot yield.
