Premium and Discount Amortization Schedules

Free SOA Exam FM (Financial Mathematics) lesson in Bonds. 10 min read, ~1,564 words.

Premium writes down, discount writes up. Book value marches from the purchase price to the redemption value. Each period: interest earned; amortization. The adjustments are geometric with ratio, and they sum to. Book value any time:, at the original yield. Taxable interest is, not the coupon. The amortization is a...

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