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This Demonstration shows the yield, spot, and forward curves for a coupon bond with yearly coupons, purchased for the market price with no other costs and with the face value repaid at the end of the maturity. In addition, it shows the approximate yield to maturity curve, which is also known as Hawawini–Vora yield to maturity.

Contributed by: Gergely Nagy

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Snapshot 1: for the bond priced at par, the yield equals the coupon rate

Snapshot 2: for the bond with higher face value than price, the yield curve is decreasing

Snapshot 3: the opposite situation implies an increasing yield curve,

the Hawawini–Vora approximation:

"Yield, Spot, and Forward Curves" from the Wolfram Demonstrations Project
http://demonstrations.wolfram.com/YieldSpotAndForwardCurves/

Contributed by: Gergely Nagy

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Yield, Spot, and Forward Curves

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