A long coupon bond is 8.5 x 14.
A short coupon bond is 8.5 x 11.
A coupon bearing bond is a bond with a flat yield curve. This is a non interest bearing bond. There really would be no sense in purchasing a bond that does not gather any interest.
depends on the collateral supporting the bond.
Coupon rate
1)bond issue 2)coupon payment 3)bond maturity
A short coupon bond is 8.5 x 11.
When market interest rates exceed a bond's coupon rate, the bond will:
I think longer because they express sometimes.
The zero coupon bond is more sensitive to change in rate (inflation) because the market value is not based on a fixed coupon.
A coupon bearing bond is a bond with a flat yield curve. This is a non interest bearing bond. There really would be no sense in purchasing a bond that does not gather any interest.
depends on the collateral supporting the bond.
Coupon rate
1)bond issue 2)coupon payment 3)bond maturity
Buy the bond just after the coupon has been paid (or goes "ex coupon").
YTM changes YTM changes
the main difference between deep discount bond and zero coupon bond is that in case of zero coupon bond no int is payable periodically while in case of deep discount bond int is payable periodically at very lower rate say 2% per annum
Coupon rate is simply just the annual coupon payments paid by the issuer relative to the bond's face or par value.Coupon rate can be calculated by dividing the sum of the security's annual coupon payments and dividing them by the bond's par value. For example, a bond which was issued with a face value of $1000 that pays a $25 coupon semi-annually would have a coupon rate of 5%.Source: investopedia