Stack Exchange Network
Stack Exchange network consists of 181 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.
Visit Stack Exchange
Personal Finance & Money Stack Exchange is a question and answer site for people who want to be financially literate. It only takes a minute to sign up.
Sign up to join this community
Anybody can ask a question
The best answers are voted up and rise to the top
What is the formula to convert US govy 10 year yields (as those shown here) in to bond prices?
I know in general the math looks like this but I don't know what the values of the variables are for a plain vanilla US 10 year govy paper (# of coupons, pay out at maturity ect)
56.9k1818 gold badges8686 silver badges169169 bronze badges
asked Sep 6, 2015 at 22:54
Treasury Direct tells us:
- Treasury bonds are interest-bearing securities with maturities over 10 years.
- Treasury bonds pay interest on a semi-annual basis.
- When a bond matures, the investor receives the face value.
A 10 year US treasury bond has 20 coupons and pays face value at maturity. Were there other variables you needed?
answered Sep 9, 2015 at 3:07
8,28911 gold badge1515 silver badges3737 bronze badges
You must log in to answer this question.
Not the answer you're looking for? Browse other questions tagged