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  2. Zero-coupon bond - Wikipedia

    en.wikipedia.org/wiki/Zero-coupon_bond

    A zero-coupon bond (also discount bond or deep discount bond) is a bond in which the face value is repaid at the time of maturity. Unlike regular bonds, it does not make periodic interest payments or have so-called coupons , hence the term zero-coupon bond.

  3. What Is a Zero-Coupon Bond? - AOL

    www.aol.com/zero-coupon-bond-173445378.html

    A zero-coupon bond is a type of bond that does not pay periodic interest — or coupon payments — like traditional bonds. Instead, they are issued at a steep discount and provide a return to...

  4. United States Treasury security - Wikipedia

    en.wikipedia.org/wiki/United_States_Treasury...

    Treasury bills (T-bills) are zero-coupon bonds that mature in one year or less. They are bought at a discount of the par value and, instead of paying a coupon interest, are eventually redeemed at that par value to create a positive yield to maturity.

  5. Bootstrapping (finance) - Wikipedia

    en.wikipedia.org/wiki/Bootstrapping_(finance)

    In finance, bootstrapping is a method for constructing a (zero-coupon) fixed-income yield curve from the prices of a set of coupon-bearing products, e.g. bonds and swaps.

  6. Forward rate - Wikipedia

    en.wikipedia.org/wiki/Forward_rate

    Solving for yields: The discount factor formula for period (0, t) expressed in years, and rate for this period being , the forward rate can be expressed in terms of discount factors: is the forward rate between time and time , is the zero-coupon yield for the time period , ( k = 1,2).

  7. Z-spread - Wikipedia

    en.wikipedia.org/wiki/Z-spread

    The Z-spread, ZSPRD, zero-volatility spread, or yield curve spread of a bond is the parallel shift or spread over the zero-coupon Treasury yield curve required for discounting a predetermined cash flow schedule to arrive at its present market price.