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Bond Marker

This document contains information about a bond with a series of cash flows over 10 years. It lists the cash flows, spot interest rates each year, the price of the bond if it was a zero coupon bond, the net present value and yield to maturity for each year, and the discounted cash flows and duration.

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Sumit Gupta
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51 views3 pages

Bond Marker

This document contains information about a bond with a series of cash flows over 10 years. It lists the cash flows, spot interest rates each year, the price of the bond if it was a zero coupon bond, the net present value and yield to maturity for each year, and the discounted cash flows and duration.

Uploaded by

Sumit Gupta
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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yrs

1
2
3
4
5

cashflow
10
10
10
10
110

7.914245%
year spot rate
1
5.00%
2
5.50%
3
6.00%
4
6.50%
5
7.00%
6
7.50%
7
7.60%
8
7.80%
9
8.00%
10
8.10%

zero coupon cash flow


0.952380952
4
0.898452416
4
0.839619283
4
0.777323091
4
0.712986179
4
0.647961518
4
0.598844549
4
0.548339982
4
0.500248967
4
0.45892642
104
price

npv
3.80952381
3.59380966
3.35847713
3.10929236
2.85194472
2.59184607
2.3953782
2.19335993
2.00099587
47.7283477
73.6329754

ytm
3.7066469
3.4348078
3.1829049
2.9494761
2.7331666
2.5327209
2.3469755
2.1748524
2.0153524
48.556299
73.633202

present value of ytm


0.926661721
0.858701945
0.795726223
0.737369031
0.683291655
0.633180221
0.586743874
0.543713088
0.503838106
0.466887486

df
0.926661721
1.717403891
2.387178668
2.949476123
3.416458276
3.799081327
4.107207115
4.349704701
4.53454295
4.668874861

mac. D

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