YTM (Yield to maturity)/Redemption yield: related pages

Bond duration
The duration is a measure of the average time it takes a bondholder to get their money (both principal and interest).
Modified duration
Modified duration is a measure of the sensitivity of a bond price to interest rates.
Yield to worst
The lowest of the different measurements of yield on a bond.
YTC (Yield to Call)
The yield on a callable bond, between the present and the earliest date on which it is callable.
Risk premium
The difference between the rate of return on a security (or a market or an investment) and the risk free rate of return.
Z-spread
The return a produces compared to the term structure of risk free returns over its life.
Copyright Graeme Pietersz © 2005-2019