By Robert D. Holtz, William D. Kovacs
A descriptive, user-friendly creation to geotechnical engineering - with purposes to civil engineering perform. *focuses at the engineering class, habit, and houses of soils invaluable for the layout and development of foundations and earth buildings. *introduces vibratory and dynamic compaction, the tactic of fragments, the Schmertmann strategy for settling on box compressibility, secondary compression, liquefaction, and an in depth use of the tension direction strategy.
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Additional resources for An Introduction to Geotechnical Engineering
We do this in Chapter 4. Viewing a security as a package of zero-coupon bonds means that two bonds with the same maturity and different coupon rates are viewed as different packages of zero-coupon bonds and valued accordingly. Moreover, two cash ﬂows that have identical risk delivered at the same time will be valued using the same discount rate even though they are attached to two different bonds. S. Treasury would have to pay on a zero-coupon Treasury security for each maturity. S. Treasury bills, the Treasury does not issue zero-coupon bonds.
P. All rights reserved. Used with permission. 2 These on-therun Treasury issues are default risk-free and trade in one of the most liquid and efﬁcient secondary markets in the world. Because of these characteristics, Treasury yields serve as a reference benchmark for risk-free rates, which are used extensively for pricing other securities. 1 presents the PX1 Governments screen from Bloomberg. Data for the most recently issued bills and when-issued bills appears in the upper left-hand corner. Similarly, data for the most recently issued and when-issued notes and bonds appear in the lower left-hand corner and continues in the upper right-hand corner.
3 Accordingly, the par yield curve is the adjusted on-the-run Treasury yield curve where coupon issues are at par value and the coupon rate is therefore equal to the yield to maturity. The exception is for the 6-month and 1-year issues that are Treasury bills; the bond-equivalent yields for these two issues are already spot rates. Deriving a par curve from a set of eight points starting with the yield on the 6-month bill and ending the yield on the 30-year bond is not a trivial matter. 2 presents a Bloomberg screen of the par curve (linearly interpolated) using the yields for the on-therun Treasuries for October 15, 2009.
An Introduction to Geotechnical Engineering by Robert D. Holtz, William D. Kovacs