coupon bond

基本解釋

There are two kinds of methods for deduction of zero coupon bond yield curve: direct method and indirect method.
直接法和間接法是零息票債券收益率曲線推導(dǎo)的兩種方法。
In this paper, I first review the theory and models of term structure of interest rates and the pricing theory of the zero-coupon bond, the CKLS model is greatly examined.
首先，本文綜述了主要的期限結(jié)構(gòu)理論和模型以及零息債券定價理論，著重介紹了本文實證所估計的CKLS模型；
It also helps to mark out the pricing formulas of call option in terms of zero - coupon bond and interest - rate caps.
在該測度基礎(chǔ)上，構(gòu)造鞅過程可以對一些固定收益衍生品定價，進(jìn)一步給出零息債券的歐式期權(quán)、利率上限期權(quán)的定價公式。

I mean, hypothetically a bond trading at $.60 on the dollar with an 8% coupon, five-year bond that's yielding about 18%.
我的意思是，假設(shè)一種債券以0。60美元進(jìn)行交易,同時有8%的票息，五年期債券收益率在18%左右。
耶魯公開課 - 金融市場課程節(jié)選
So, if a bond was issued when interest rates were lower, they might have a 4% coupon when the prevailing rate is 6%.
所以，如果一只債券在利率很低的時候發(fā)行，在匯率為6%的的時候，它們可能有一個4%的票息。
耶魯公開課 - 金融市場課程節(jié)選
You're given coupon payments every six months and then, when the bond matures,you get your money back.
每六個月你會收到一次利息,當(dāng)債券到期,你可以贖回本金
耶魯公開課 - 金融市場課程節(jié)選

However, agencies may recognize market adjustments on bills, notes, bonds, and zero coupon bond securities classified as available-for-sale.
WHITEHOUSE: M-03-01, Business Rules for Intragovernmental Transactions, Attachment B