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Bond Price $1,196.

36
Face Value $1,000
Coupon Rate 10%
Maturity 20
Yield 8%
Frequency 1

Period Cash Flow PV Cash Flow Duration Calc Convexity Calc


0 ($1,196.36)
1 100 92.592592593 92.5925925925926 158.766448204034
2 100 85.73388203 171.467764060357 441.017911677872
3 100 79.383224102 238.149672306051 816.699836440504
4 100 73.50298528 294.011941118581 1260.33925376621
5 100 68.058319703 340.291598516877 1750.4711857864
6 100 63.016962688 378.101776129863 2269.1293149083
7 100 58.349039526 408.443276683494 2801.39421593617
8 100 54.02688845 432.215107601581 3334.99311420973
9 100 50.024896713 450.224070418313 3859.94573403904
10 100 46.319348808 463.193488084684 4368.2513451059
11 100 42.888285934 471.771145271438 4853.61260567323
12 100 39.711375865 476.53651037519 5311.19224526532
13 100 36.769792467 478.007302073878 5737.3990303792
14 100 34.046104136 476.645457908426 6129.69981878119
15 100 31.524170497 472.862557448835 6486.45483468909
16 100 29.189046756 467.024748097615 6806.77359195769
17 100 27.026895145 459.457217457144 7090.38915828926
18 100 25.024902912 450.448252408965 7337.54869321873
19 100 23.1712064 440.252921593124 7548.91840866125
20 1100 236.00302814 4720.06056288925 84980.5142495491

Total 12181.7579630363 163343.510996538


Macaulay Duration $10.18
Modified Duration 9.42807995
Convexity $136.53

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