Data of Bond
Data of Bond
Symbol Series Bond Type Face Value LTP Close % Chng Open
Duration
1.5%
Yield
4.00
1.0%
0.5% 2.00
0.0% 0.00
1/1/2015 1/1/2017 1/1/2019
Year
YIELD Duration
yield
600
400 1.0%
200 0.5%
0 0.0%
1/1/2015 1/1/2017 1/1/2019
year
Current Yield of a Bond can be calculated using the formula given below
Current Yield = Annual Coupon Payment / Current Market Price of Bond
Convexity is calculated as
Convexity 61.67