coupon bonds

Its coupon bonds is priced by general Monte Carlo simulation , and the valuation produced with its redeemable and callable features are determined by least square Monte Carlo simulation .

其中，该产品的附息债券部分运用普通蒙特卡罗模拟方法进行定价，而可提前赎回和可提前回售部分的价值拟运用改进的最小二乘蒙特卡罗模拟方法进行定价。

The term structure of interest rates describes the relationships between the yields of zero coupon bonds and their terms to maturity .

利率期限结构描述了不同期限零息债券的收益率及其到期期限之间关系。

Term structure of interest rate , which is also called the yield curve , plots a set of yield to maturity of the zero - coupon bonds with different maturities .

利率期限结构，又称为收益率曲线，是指在某个时点上不同期限的零息债券到期收益率所组成的一条曲线。

This paper works out a kind of insurance financial securities , a brand-new financial product . The securities of this kind are of the nature of coupon bonds and simultaneously in touch with the risks of the insurance company .

本文提出并设计出一种全新的金融产品&保险金融券，这种保险金融券具有固定收益证券的性质，同时又与保险公司的风险挂钩。

Calculation and Some Properties of the Yield to Maturity of Coupon - bearing Bonds

附息国债到期收益率的一些性质及其计算

However , if the securities firm has reached a prior written agreement with the customer as to Taxation on the payment of principal and coupon interest on the bonds and other relevant fees , such agreement may control .

但证券商与客户间已就中央登录公债本息支领之税负及相关费用另于事前以书面约定者，得从其约定。