Is constant yield method of amortization used for coupon bearing securities?

Well in the early days of cross-non-deduction Hansboro devalumentation theory it was often thought to encapsulate the over indexed portion of investment. With the onset of Wilborrows semi-market triangulation theory it signalled a full tilting on its axis of directional securities and the note bearing loads associated with influx capital. So to answer your question if theory one is met then the answer is yes. If theory 2 is met then the answer is no. I hope that helps.