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    Bond Calculator Template

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    chintandesai20083112
    The document provides information about a $1,000,000 corporate bond, including a 6% coupon, August 2025 maturity date, current price of 98.75, and yield calculations. It lists the bond's principal, coupon rate, maturity date, accrued interest, and invoice price. Tables show the bond's market information, excel function codes, and sensitivity of yields to price changes.

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    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd

    Bond Calculator Template

    Uploaded by

    chintandesai20083112
    56 views2 pages
    The document provides information about a $1,000,000 corporate bond, including a 6% coupon, August 2025 maturity date, current price of 98.75, and yield calculations. It lists the bond's principal, coupon rate, maturity date, accrued interest, and invoice price. Tables show the bond's market information, excel function codes, and sensitivity of yields to price changes.

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    BondCalculatorTemplate

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    The document provides information about a $1,000,000 corporate bond, including a 6% coupon, August 2025 maturity date, current price of 98.75, and yield calculations. It lists the bond's principal, coupon rate, maturity date, accrued interest, and invoice price. Tables show the bond's market information, excel function codes, and sensitivity of yields to price changes.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Download as xls, pdf, or txt
    56 views2 pages

    Bond Calculator Template

    Uploaded by

    chintandesai20083112
    The document provides information about a $1,000,000 corporate bond, including a 6% coupon, August 2025 maturity date, current price of 98.75, and yield calculations. It lists the bond's principal, coupon rate, maturity date, accrued interest, and invoice price. Tables show the bond's market information, excel function codes, and sensitivity of yields to price changes.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Download as xls, pdf, or txt
    of 2

    BOND INFORMATION BOND CALCULATOR 1

    Principal $ 1,000,000 Base Price: $ 987,500.00


    Coupon 6.000% Accrued Interest: $ 13,500.00
    Maturity August 15, 2025 Invoice Price: $ 1,001,000.00

    0 US Corporate Coupon: $ 30,000.00


    Last Coupon Date: August 15, 2008
    Next Coupon Date: February 15, 2009
    Coupons Remaining: 34
    MARKET INFORMATION
    Days to Accrue: 81
    Price 98.750 Days to Next Coupon: 99
    Settlement November 06, 2008 Days in Semi-Annual Period: 180

    Nominal Yield:
    EXCEL FUNCTION CODES Income Yield: 6.076%
    Yield to Maturity: 6.119%
    Treasury 1
    US Corporate 0
    European Corporate 4
    FORMULAE 1 SENSITIVITY ANALYSIS 1

    #VALUE! Price Nominal Income YTM


    #VALUE! 0.000% 6.076% 6.119%
    #VALUE! 60
    #VALUE! 65
    #VALUE! 70
    #VALUE! 75
    #VALUE! 80
    #VALUE! 85
    #VALUE! 90
    #VALUE! 95
    #VALUE! 100
    #VALUE! 105
    #VALUE! 110
    #VALUE! 115
    #VALUE! 120
    #VALUE! 125
    130
    135

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