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Fixed IncomeModule 2 of 5

Fixed-Income Cash Flows and Types

4

Concepts

3

Formulas

0

Decisions

2

Quiz Questions

Key Concepts

4 concepts covered in this module.

Amortizing vs Bullet

Bullet: principal paid at maturity. Amortizing: principal paid gradually (e.g., mortgages). Partially amortizing: balloon payment.

Floating Rate Notes

Coupon = Reference rate + Spread. Resets periodically. Price stays near par at reset dates.

Zero-Coupon Bonds

No periodic coupons. Sold at deep discount to par. Return = capital appreciation. Higher duration than coupon bonds.

Convertible Bonds

Conversion ratio = par/conversion price. Conversion value = ratio × stock price. Floor value = max(straight bond, conversion value).

Formulas

3 essential formulas for this module.

FRN Coupon

Coupon = Reference Rate + Spread

Where: Resets at reference rate intervals

Conversion Value

CV = Conversion Ratio × Stock Price

Where: Value if converted to equity

Conversion Premium

Premium = (Bond Price - Conversion Value) / Conversion Value

Where: How much extra you pay for conversion option

Mind Map

Visual overview of how concepts connect in this module.

FI Cash Flows & Types
Structure
Bullet
Amortizing
Sinking fund
Balloon
Rate Type
Fixed coupon
Floating rate
Zero coupon
Step-up
Contingency
Callable
Putable
Convertible

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