How To Arrive At A Price For Bond

By Jaclyn Hurley


In most cases, the valuation of the securities being traded within a specified market is determined by interplay of factors. The demand and supply of such commodities often determines the much that the traders are likely to part with in order to acquire such securities. The higher the demand of a commodity within the markets, the higher the face value. A price for bond has to take into consideration the demand the supply factors too.

Cash flows are the expected future cash in terms of returns or costs. The cash flows can be used in determining the real value of securities in question. The future flows of cash are taken into consideration when determining the present value of various assets. The expected costs are deducted from the expected returns before arriving at the present values of the assets.

There are different classes of bonds that are often traded in various markets. Some of them have embedded options while others do not. If bonds are embedded, a specific yield rate for each of options has to be taken into consideration. Where the values for the yields are unavailable, a general rate can be used in calculation of the present values.

The rate of return, the discount rates and the cost of capital are some of the data that needs to be collected before determining the profitability of an investment. In some cases, the data may be very hard to collect. This means that traders have to use other forms of pricing in arriving at the prices. Most traders use the relative pricing strategy. The prices are estimated using benchmarks such the corporate and the government gilts.

Some of the traders view the cash flows from the bonds as separate packages of returns. These are seen as zero-rated coupons from the investments in question. Each of these coupons tends to have specific dates of maturity. This depends on the risk involved and the expected returns. In some cases, separate rates of discounts may be used. In other cases, bundled rates are often applicable.

Business and finance risks have to be taken into consideration at the different levels of trading. Business risks are often associated with the industry in which the respective firms operate in. The finance risks are associated with the rate of returns and risks of each class of bonds. Embedded options are riskier that than other classes.

Modeling is very important in estimation of the future prices. This puts the risks and the uncertainties that associated with adverse price movements into perspective. With the use of the appropriate equations, the interest rates and yield rates can be approximated. This is done by plugging the various trading parameters into the trading equations developed by the models.

Accuracy in estimation of prices is very important. This reduces the chances of caring the errors forward. It also ensures that the traders are feed with the right information. This is good for the market as the investment decisions are made using accurate data reducing the losses likely to be made.




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