Bond math.


Purchasing Resources for Fixed Income Pricing

Fixed Income Products

Diversify Your Portfolio With Fixed Income Products. Start Today.

Merrill Edge® $500 Offer

Get 30 Free Online Trades Per Month w/Merrill Edge. Start Trading Now.

Fixed Income Funds

Vanguard fixed income funds can diversify risk in your portfolio.

Vining Sparks Careers

See what's new at Vining Sparks as we grow and expand.

Fixed Income Analytics

Bonds, MBS, IR Derivatives, TIPS Floaters, Yield Curve Analytics

Download Fixed Income Pricing White Papers



More Fixed Income Pricing Vendors
Directory Listing Signup Button

A Defence of the Expectations Theory as a Model of US Long-Term Interest Rates

Working paper that examines the empirical content of the expectations theory of the term structure to study the behavior of US government yield spreads. Requires Acrobat Reader.




A Model for Valuing Bonds and Embedded Options

Discussion of basic bond discounting and advanced pricing of bonds with embedded options. Presented by Andrew Kalotay, George Williams and Frank Fabozzi.




A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk

Presentation of a model to estimate the drift and diffusion of the short rate and the market price of interest rate risk.




Analysis of Simultaneous Tender and Call (STAC) Offers

Game-theory model of callable bonds and the decision to call.




Bidding Behavior in Treasury Bill Auctions - Evidence from Pakistan

Working paper by Daniel C. Hardy of the Middle Eastern Department of the International Monetary Fund.




Bond Valuation

Bond math equations from Campbell Harvey, professor at Duke University.




Does the Term Structure Predict Recessions?

Working paper by Henri Bernard and Stefan Gerlach. Requires Acrobat Reader.




FICALC

Fixed-income calculator designed to be used as a stand-alone tool or integrated into a web site that has fixed-income securities data.




Forward Rates and Term Structure Hypotheses

Calculation of forward interest rates and implications for hypotheses on the slope of the yield curve. Provided by lecture notes from the University of Illinois.




Tips & Advice to help you make your decision on Fixed Income Pricing

Fixed income pricing is one of the two most common forms of investments, and is distinguished from equity investments by the fixed monetary payment that the investor receives. The actual dollar amount of each payment may vary, but the payment schedule is always fixed.

Fixed income pricing applies to fixed income securities such as government-backed treasury notes, bills, bonds, municipal bonds, CDs, and any investment that provides a payout to the investor adhering to a specific schedule. Fixed income pricing also includes those investments that pay a monthly, quarterly, or annual income such as bonds, preferred stocks, and pensions. Fixed income securities pay out according to ... more


Research White Papers