Bond Parameters
Pricing Results
Clean Price
—
Price per $100
—
Current Yield
—
Annual Coupon Income
—
Macaulay Duration
—
Modified Duration
—
Convexity
—
DV01 (per $1M notional)
—
Price – Yield Relationship
Bond Parameters
Yield Results
Yield to Maturity (YTM)
—
Current Yield
—
YTM vs Current Yield
—
Simple Total Return
—
Macaulay Duration
—
Modified Duration
—
Convexity
—
DV01 (per $1M notional)
—
Price – Yield Curve & Your Bond
Bond & Portfolio Parameters
Risk Metrics
Macaulay Duration
—
years
Modified Duration
—
years
Convexity
—
DV01 (per bond)
—
BPV (per $100 face)
—
Portfolio DV01
—
Yield Shock Scenario Analysis
| Scenario | New YTM | Price per $100 | Price Change ($) | % Change | Approx. Change (Dur+Conv) |
|---|---|---|---|---|---|
| Run calculation to see scenarios | |||||
Present Value of Cash Flows
Bond Parameters
Detailed Cash Flow Schedule
| Period | Year | Coupon | Principal | Total CF | PV of CF | % of Price | Cumulative PV |
|---|---|---|---|---|---|---|---|
| Run calculation to see cash flows | |||||||