Thursday, November 11, 2010

Methods to Calculate the Withdraw Rate (1)

If the TIPS bounds have a flat yield curve and the coupon rate is 2%, we can get the present value of the investment as

PV = 1/(1+0.02) + 1/(1+0.02)2 + 1/(1+0.02)3 + ... + 1/(1+0.02)30

PV = ((1+0.02)30-1)/0.02/(1+0.02)30 ~ 22.4

So the withdraw rate is 1/22.4 ~ 4.464% ( assuming (1) the flat yield curve is fixed or (2) there is a TIPS bond existing for each calendar year).

No comments:

Post a Comment