Web www.software-risk.co.uk

In performance measurement, the actual rate of return realized over some evaluation period. In fixed income analysis, the potential return that considers all three sources of return (coupon interest, interest on coupon interest, and any capital gain/loss) over some investment horizon.

Copyright © 2005, Campbell R. Harvey. All Worldwide Rights Reserved. Do not reproduce without explicit permission.

Related Articles
Municipal Bonds On Bloomberg
Total dollar return
Equity swap
Cumulative total return

Similar Areas

Finance Items

Selected Books

Keywords

Total return