Fixed Income Pricing and Duration

Fixed Income Pricing and Duration - B o nd Pricing and D u...

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: B o nd Pricing and D u rat io n *cel s that require inputs If you know the YTM Bond C haracteristics An ual C oupon R ate 3.25% C oupons Per Year 2 Par Value 10 *convert to $10 face values M aturity (years) 7 Period C ash Flow 1.625 today's date 1 /2 /201 M aturity D ate 1 /21/2018 An ual YTM 3.25% 25.32% Price 10 .0 Period YTM 1.61% Periods 1 2 3 4 5 6 7 8 9 10 1 12 13 14 15 16 17 18 19 20 21 2 23 24 25 26 27 28 29 30 31 32 3 34 35 36 37 38 39 40 41 42 43 4 45 46 47 48 49 50 51 52 53 54 5 56 57 58 59 60 61 62 63 64 65 6 67 68 69 70 71 72 73 74 75 76 7 78 79 80 81 82 83 84 85 86 87 8 89 90 91 92 93 94 95 96 97 98 9 10 101 102 103 104 105 106 107 108 109 1 0 1 1 1 2 1 3 1 4 1 5 1 6 1 7 1 8 1 9 120 121 12 123 124 125 126 127 128 129 130 131 132 13 134 135 136 137 138 139 140 141 142 143 14 145 146 147 148 149 150 151 152 153 154 15 156 157 158 159 160 161 162 163 164 165 16 167 168 169 170 171 172 173 174 175 176 17 178 179 180 181 182 183 184 185 186 187 18 189 190 191 192 193 194 195 196 197 198 19 20 201 202 203 204 205 206 207 208 209 210 21 212 213 214 215 216 217 218 219 2 0 2 1 2 2 2 3 2 4 2 5 2 6 2 7 2 8 2 9 230 231 232 23 234 235 236 237 238 239 240 241 242 243 24 245 246 247 248 249 250 251 252 253 D ate M ay-12 N ov-12 M ay-13 N ov-13 M ay-14 N ov-14 M ay-15 N ov-15 M ay-16 N ov-16 M ay-17 N ov-17 M ay-18 N ov-18 M ay-19 N ov-19 M ay-20 N ov-20 M ay-21 N ov-21 M ay-2 N ov-2 M ay-23 N ov-23 M ay-24 N ov-24 M ay-25 N ov-25 M ay-26 N ov-26 M ay-27 N ov-27 M ay-28 N ov-28 M ay-29 N ov-29 M ay-30 N ov-30 M ay-31 N ov-31 M ay-32 N ov-32 M ay-3 N ov-3 M ay-34 N ov-34 M ay-35 N ov-35 M ay-36 N ov-36 M ay-37 N ov-37 M ay-38 N ov-38 M ay-39 N ov-39 M ay-40 N ov-40 M ay-41 N ov-41 M ay-42 N ov-42 M ay-43 N ov-43 M ay-4 N ov-4 M ay-45 N ov-45 M ay-46 N ov-46 M ay-47 N ov-47 M ay-48 N ov-48 M ay-49 N ov-49 M ay-50 N ov-50 M ay-51 N ov-51 M ay-52 N ov-52 M ay-53 N ov-53 M ay-54 N ov-54 M ay-5 N ov-5 M ay-56 N ov-56 M ay-57 N ov-57 M ay-58 N ov-58 M ay-59 N ov-59 M ay-60 N ov-60 M ay-61 N ov-61 M ay-62 N ov-62 M ay-63 N ov-63 M ay-64 N ov-64 M ay-65 N ov-65 M ay-6 N ov-6 M ay-67 N ov-67 M ay-68 N ov-68 M ay-69 N ov-69 M ay-70 N ov-70 M ay-71 N ov-71 M ay-72 N ov-72 M ay-73 N ov-73 M ay-74 N ov-74 M ay-75 N ov-75 M ay-76 N ov-76 M ay-7 N ov-7 M ay-78 N ov-78 M ay-79 N ov-79 M ay-80 N ov-80 M ay-81 N ov-81 M ay-82 N ov-82 M ay-83 N ov-83 M ay-84 N ov-84 M ay-85 N ov-85 M ay-86 N ov-86 M ay-87 N ov-87 M ay-8 N ov-8 M ay-89 N ov-89 M ay-90 N ov-90 M ay-91 N ov-91 M ay-92 N ov-92 M ay-93 N ov-93 M ay-94 N ov-94 M ay-95 N ov-95 M ay-96 N ov-96 M ay-97 N ov-97 M ay-98 N ov-98 M ay-9 N ov-9 M ay-0 N ov-0 M ay-01 N ov-01 M ay-02 N ov-02 M ay-03 N ov-03 M ay-04 N ov-04 M ay-05 N ov-05 M ay-06 N ov-06 M ay-07 N ov-07 M ay-08 N ov-08 M ay-09 N ov-09 M ay-10 N ov-10 M ay-1 N ov-1 M ay-12 N ov-12 M ay-13 N ov-13 M ay-14 N ov-14 M ay-15 N ov-15 M ay-16 N ov-16 M ay-17 N ov-17 M ay-18 N ov-18 M ay-19 N ov-19 M ay-20 N ov-20 M ay-21 N ov-21 M ay-2 N ov-2 M ay-23 N ov-23...
View Full Document

Page1 / 2

Fixed Income Pricing and Duration - B o nd Pricing and D u...

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online