Comment calculer la duration d'une obligation ?
Comment calculer la duration d'une obligation ?
Il s'agit de faire la somme des futurs flux (coupons) actualisés, puis multipliés par le temps restant à courir jusqu'à l'échéance. La valeur obtenue est ensuite divisée par le prix des coupons courus (fraction d'intérêt annuel écoulé depuis le dernier versement des intérêts jusqu'à la date actuelle) de l'obligation.
Pourquoi les spread augmente la nuit ?
Si tradez la nuit peut être avantageux, il faudra prendre en compte que la faible volatilité la nuit peut engendrer une augmentation du spread après la clôture des places boursières. De plus, la nuit les marchés européens étant fermés, vous ne pouvez pas profiter des opportunités de la journée.
What does "spread" mean?
- Generally, the spread refers to the difference between two prices, rates, or yields. In one of the most common definitions, the spread is the gap between the bid and the ask prices of a security or asset, like a stock, bond, or commodity. This is known as a bid-ask spread.
What is the meaning of the word spread?
- Spread is defined as to lay open, stretch out, or smear. An example of to spread is unfolding and laying out a blanket for a picnic. An example of to spread is the phrase spread out, someone laying on their back with their arms fully extended.
What does 'spread the word' mean?
- Definition of spread the word. : to tell others. People are spreading the word about his book. Spread the word that we're leaving in five minutes.
What is the definition of spread?
- A spread can have several meanings in finance. Basically, however, they all refer to the difference between two prices, rates or yields. In one of the most common definitions, the spread is the gap between the bid and the ask prices of a security or asset, like a stock, bond or commodity. This is known as a bid-ask spread.
