CFA Level I · Fixed Income · Free Lesson

Fixed-Income Cash Flows and Types

Free CFA Level I lesson in Fixed Income. 11 min read, ~1,645 words.

A 10-year corporate bond and a 30-year mortgage-backed security both pay interest, but their cash flow shapes, contingency provisions, and tax treatment differ in ways the exam tests relentlessly.

The sections below describe how a bond returns principal and contrast the contingency provisions, sorting which ones benefit issuers and which benefit investors.

Bullet (plain vanilla) bonds pay periodic coupons and return full principal at maturity. Fully amortizing bonds pay equal periodic payments that blend interest and principal, reaching zero balance at maturity (residential mortgages). Partially amortizing bonds amortize some principal and pay a balloon (remaining principal) at maturity.

Sinking fund provisions force the issuer to retire principal on a schedule, by open-market repurchase or by calling at par. Lower credit risk for remaining holders, reinvestment risk for those called.

Floating-rate notes (FRNs) reset the coupon periodically: reference rate + quoted margin. Step-up coupons rise on schedule. Deferred-coupon bonds skip early payments. Zero-coupon bonds pay no coupons; return is price-to-par accretion. Index-linked bonds tie principal or coupon to an index (CPI for inflation-linked).

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Common mistakes

Bottom line

Exam shortcut

For who benefits from an embedded option: the party who chooses to exercise. Issuer exercises calls and prepayments. Investor exercises puts and conversions. For Eurobond vs. foreign bond: Eurobond escapes any single country's regulation; foreign bond uses the country's local currency (Yankee USD, Samurai JPY, Bulldog GBP). For covenants: "must" = affirmative, "cannot" = negative.

The full lesson (about 1,645 words, 11 min read) adds 2 worked examples, all 6 common mistakes, a self-check, free in the app.

Learning objectives

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