CFA Level 1 | Fixed Income: Calculating Horizon Yield
Автор: Fabian Moa, CFA, FRM, CTP, FMVA
Загружено: 2019-01-03
Просмотров: 9870
CFA Level 1
Topic: Fixed Income
Learning Module: Interest Rate Risk and Return
Title: Calculating Horizon Yield of a Fixed-Rate Bond
Steps:
1) Calculate the future value of the reinvested coupons up to the holding period.
2) Calculate the value of the bond on the holding period.
3) Calculate the YTM based on:
PV = -initial price
FV = value in Step (1) + (2)
PMT = 0
N = Holding period
📥 Download the CFA Level 1 Formula Sheet from https://www.fabianmoa.com.
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