Chemical ionization - Revision history

en>SzMithrandir: /* Product ion formation */ use " "

2014-11-19T12:35:58Z

Product ion formation: use " "

195.23.90.95: /* Primary ion formation */

2014-02-05T22:06:57Z

Primary ion formation

← Older revision		Revision as of 00:06, 6 February 2014
Line 1:		Line 1:
	~~{{distinguish\|forward price\|forward exchange rate}}~~		I'm Myles (27) from Oxnard, United States. <br>I'm learning Turkish literature at a local high school and I'm just about to graduate.<br>I have a part time job in a university.<br><br>my webpage ... [http://www.ultimatefunthemes.com/2013/03/06/sneakpeek/ Fifa coin Generator]
	~~The~~ '~~''forward rate''' is the future yield on a [[bond~~ (~~finance~~)~~\|bond]]. It is calculated using the [[yield curve]]. For example, the yield on a three-month [[Treasury bill]] six months~~ from now is a ''forward rate''.<ref>{{Citation \|last=Fabozzi \|first=Vamsi.K\|title=The Handbook of Fixed Income Securities \|edition=Seventh \|location=New York \|publisher=kvrv \|year=2012 \|isbn=0-07-144099-2 \|page=148 }}.</ref>

	~~==Forward rate calculation==~~

	~~To extract the forward rate~~, ~~one needs the [[Zero-coupon bond\|zero-coupon]] [[yield curve]]~~. ~~The general formula used to calculate the forward rate is:~~

	:<~~math>r_{t_1,t_2} = \left(\frac{(1+r_2)^{d_2}}{(1+r_1)^{d_1}}\right)^{\frac{1}{d_2-d_1}} - 1 </math>~~

	~~<math>r_{t_1,t_2} </math> is the forward rate between term <math> t_1 </math~~> and ~~term~~ <~~math~~> ~~t_2 </math>,~~

	~~<math> d_1 </math> is the~~ time ~~length between time 0 and term <math> t_1 </math> (~~in ~~years),~~

	<~~math~~> ~~d_2~~ <~~/math~~> ~~is the time length between time 0 and term <math> t_2 </math> (in years),~~

	~~<math> r_1 <~~/~~math> is the zero-coupon yield for the time period <math> (0, t_1) <~~/~~math>,~~

	~~<math> r_2 </math> is the zero-coupon yield for the time period <math> (0, t_2) </math>,~~

	~~=== Derivation ===~~

	We are trying to find the future interest rate for time period <math>(t_1, t_2)</math>, given the rate <math>r_1</math> for time period <math>(0, t_1)</math> and rate <math>r_2</math> for time period <math>(0, t_2)</math>. ~~To do this, we solve for the interest rate <math>r_{t_1,t_2}<~~/~~math> for time period <math>(t_1, t_2)<~~/~~math> for which the proceeds from investing at rate <math>r_1<~~/~~math> for time period <math>(0, t_1)<~~/~~math> and then [[reinvestment\|reinvesting]] those proceeds at rate <math>r_{t_1,t_2}</math> for time period <math>(t_1, t_2)</math> is equal to the proceeds from investing at rate <math>r_2<~~/~~math> for time period <math>(0, t_2)</math>. Or, mathematically:~~

	~~:<math>(1+r_1)^{d_1}(1+r_{t_1,t_2})^{d_2-d_1} = (1+r_2)^{d_2}</math>~~

	~~Solving for <math>r_{t_1,t_2}</math> yields the above formula.~~

	~~== Related instruments ==~~
	* [[Forward rate agreement]]
	* [[Floating rate note]]

	~~A forward discount is when the forward rate of one currency relative to another currency is higher than the spot rate.~~

	~~A forward premium is when the forward rate of one currency relative to another currency is lower than the spot rate.~~

	~~== See also ==~~
	*[[Forward price]]

	~~== References ==~~
	~~{{Reflist}}~~
	~~{{Portfilo market}}~~

	~~[[Category:Financial economics]~~]

en>BattyBot: /* Negative chemical ionization (NCI) */fixed CS1 errors: dates & General fixes using AWB (9832)

2014-01-05T01:08:01Z

Negative chemical ionization (NCI): fixed CS1 errors: dates & General fixes using AWB (9832)

← Older revision		Revision as of 03:08, 5 January 2014
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			The '''forward rate''' is the future yield on a [[bond (finance)\|bond]]. It is calculated using the [[yield curve]]. For example, the yield on a three-month [[Treasury bill]] six months from now is a ''forward rate''.<ref>{{Citation \|last=Fabozzi \|first=Vamsi.K\|title=The Handbook of Fixed Income Securities \|edition=Seventh \|location=New York \|publisher=kvrv \|year=2012 \|isbn=0-07-144099-2 \|page=148 }}.</ref>

			==Forward rate calculation==

			To extract the forward rate, one needs the [[Zero-coupon bond\|zero-coupon]] [[yield curve]]. The general formula used to calculate the forward rate is:

			:<math>r_{t_1,t_2} = \left(\frac{(1+r_2)^{d_2}}{(1+r_1)^{d_1}}\right)^{\frac{1}{d_2-d_1}} - 1 </math>

			<math>r_{t_1,t_2} </math> is the forward rate between term <math> t_1 </math> and term <math> t_2 </math>,

			<math> d_1 </math> is the time length between time 0 and term <math> t_1 </math> (in years),

			<math> d_2 </math> is the time length between time 0 and term <math> t_2 </math> (in years),

			<math> r_1 </math> is the zero-coupon yield for the time period <math> (0, t_1) </math>,

			<math> r_2 </math> is the zero-coupon yield for the time period <math> (0, t_2) </math>,

			=== Derivation ===

			We are trying to find the future interest rate for time period <math>(t_1, t_2)</math>, given the rate <math>r_1</math> for time period <math>(0, t_1)</math> and rate <math>r_2</math> for time period <math>(0, t_2)</math>. To do this, we solve for the interest rate <math>r_{t_1,t_2}</math> for time period <math>(t_1, t_2)</math> for which the proceeds from investing at rate <math>r_1</math> for time period <math>(0, t_1)</math> and then [[reinvestment\|reinvesting]] those proceeds at rate <math>r_{t_1,t_2}</math> for time period <math>(t_1, t_2)</math> is equal to the proceeds from investing at rate <math>r_2</math> for time period <math>(0, t_2)</math>. Or, mathematically:

			:<math>(1+r_1)^{d_1}(1+r_{t_1,t_2})^{d_2-d_1} = (1+r_2)^{d_2}</math>

			Solving for <math>r_{t_1,t_2}</math> yields the above formula.

			== Related instruments ==
			* [[Forward rate agreement]]
			* [[Floating rate note]]

			A forward discount is when the forward rate of one currency relative to another currency is higher than the spot rate.

			A forward premium is when the forward rate of one currency relative to another currency is lower than the spot rate.

			== See also ==
			*[[Forward price]]

			== References ==
			{{Reflist}}
			{{Portfilo market}}

			[[Category:Financial economics]]

en>18kriti: /* Primary ion formation */

2012-08-22T09:11:07Z

Primary ion formation

New page

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