Example sentences of "bond with the [det] [noun sg] " in BNC.
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| 1 | To illustrate this pricing by analogy , we will compare a low-coupon UK government bond with a high-coupon UK bank corporate bond with the same maturity : |
| 2 | For example , an investor could buy a ten-year bond , hold it for one year and receive the coupon , and then sell it for the current price of a nine-year bond with the same coupon . |
| 3 | The one-year rolling yield is given by where rr T = one-year rolling yield on a T-year bond , P T = dirty price on a T-year bond , P T-1 = dirty price on a T - 1 -year bond with the same coupon ( d ) . |
| 4 | Another problem is that the YTM yield curve does not distinguish between the different payment patterns of low-coupon bonds and high-coupon bonds with the same maturity . |
| 5 | Using the following information about three government bonds with the same maturity date ( in 10 years ' time ) , calculate the spot yield for year 10 ( assuming annual coupon payments ) : |
| 6 | Previously , a bondholder could swap his old paper for new bonds with the same face value but , say , different rights and terms , without closing his options if the firm later went to chapter 11 . |
| 7 | The banks were then given the choice of exchanging medium-term debt either for ( i ) 30-year bonds with the same face value as the debt , with interest rates rising in stages from 4 per cent in the first year to 6 per cent in years seven to 30 , and with a 12-month interest guarantee ; or for ( ii ) 30-year bonds with a discounted face value of 35 per cent carrying interest at 13/16 of a percentage point above the London inter-bank offered rate ( Libor ) and carrying collateral to guarantee 12 months of interest . |
| 8 | The coupon yield curve is a plot of the yield to maturity against term to maturity for a group of bonds with the same coupon . |