Yield to call, option or event date

• Is akin to Yield to Maturity but adjusts for a short life expectancy. It is the rate of return which is measured by the current expected income stream relative to the prevailing market price assuming that the asset is held until the exercise of the first option or termination event. If the instrument is trading at a discount, then the yield to call, option or event date, will be greater than the coupon rate. If the instrument is trading at a premium, then the yield to call, option or event date, will be less than the coupon rate.


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 Embedded terms in definition
Coupon rate
Life expectancy
Rate of return
Yield to call
Yield to maturity
 Related Terms
Abandonment option
American option
American style option
Announcement date
Annual percentage yield
Annuity form or option
Arbitrage free option pricing models
Asian option
Average dividend yield
Bargain purchase price option
Binary option
Binomial option pricing model
Black option model
Black scholes option model
Black scholes option pricing model
Bond equivalent yield
Broken date
Butterfly option spread
Call an option
Call date
Call option
Capital gains yield
Cock date
Compound option
Convenience yield
Cost yield
Coupon equivalent yield
Covered or hedge option strategies
Currency option
Current yield
Date of invoice
Date of payment
Date of record
Date of record dividends
Date of record rights
Dated date
Declaration date
Delta hedge of an option
Delta of an option
Dividend date
Dividend yield
Dividend yield funds
Dividend yield stocks
Doubling option
Down and in option
Down and out option
Earnings yield
Effective annual yield
Effective date
Elasticity of an option
Embedded option
Equivalent bond yield
Equivalent taxable yield
European option
European style option
Event risk
Event study
Ex date
Ex dividend date
Ex rights date
Exercise or option price
Exercising the option
Expiration date
Explicit option
Extension date
Flat yield curve
Flattening of the yield curve
Foreign currency option
Futures option
Gamma of an option
Garmen kohlhagen option pricing model
Greenshoe option
High yield
High yield bond
Ho lee option model
Holder of record date
Implicit option
In the money option
Index and option market
Index option
Indicated yield
Intrinsic value of an option
Inverted yield curve
Invoice date
Ipo date
Irrational call option
Liquid yield option note
Lookback option
Maturity date
Multi option financing facility
Naked option
Naked option position
Naked option strategies
Negative yield curve
Nominal yield
Non parallel shift in the yield curve
Normal yield curve
Notification date
Option adjusted duration
Option adjusted spread
Option adjusted spread model
Option elasticity
Option models
Option not to deliver
Option premium
Option price
Option seller
Option trading strategies
Option type
Option writer
Out of the money option
Parallel shift in the yield curve
Path dependent option
Payable date
Payment date
Positive yield curve
Postponement option
Potential average dividend yield
Prepayment option
Projected maturity date
Pure yield pickup swap
Put an option
Put option
Quality option
Realized compound yield
Realized yield
Record date
Relative yield spread
Reoffering yield
Required yield
Reset date
Rho of an option
Riding the yield curve
Seller's option
Settlement date
Short option minimum charge
Split fee option
Stated yield
Steepening of the yield curve
Stock index option
Stock option
Swap option
Tax deferral option
Tax timing option
Time value of an option
Timing option
Trade date
Two state option pricing model
Value date
Virtual currency option
Weighted average portfolio yield
Wild card option
Yield burning
Yield curve
Yield curve option pricing models
Yield curve strategies
Yield ratio
Yield spread strategies
Yield to call
Yield to maturity
Yield to worst

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