BOND PRICING                         Dynamic Chart Annual Percentage Rate
Inputs
                                         ...
tage Rate

art of Bond Pricing




10      15     20     25   30
o Maturity (Years)



                    8       9     1...
19     20      21    22      23    24     25     26      27    28      29
    38     40      42    44      46    48     50...
30
    60
 $587
$1,000
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Bond Pricing Dynamic Chart

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Bond Pricing Dynamic Chart

  1. 1. BOND PRICING Dynamic Chart Annual Percentage Rate Inputs Dynamic Chart of Bond Pricing $2,000 Rate Convention: 1 = EAR, 0 = APR 0 0 $1,800 $1,600 Annual Coupon Rate (CR) 5.0% 10 $1,400 $1,200 Bond Price Yield to Maturity (Annualized) (y) 9.0% 18 $1,000 $800 Number of Payments / Year (NOP) 2 2 $600 $400 Face Value (FV) $1,000 20 $200 $0 Outputs 0 5 10 15 20 25 30 Discount Rate / Period (RATE) 4.5% Time To Maturity (Years) Coupon Payment (PMT) $25 Dynamic Chart Outputs Time to Maturity (Years) 1 2 3 4 5 6 7 Number of Periods to Maturity 2 4 6 8 10 12 14 Bond Price of Coupon Bond $963 $928 $897 $868 $842 $818 $796 Bond Price of FV Bond $1,000 $1,000 $1,000 $1,000 $1,000 $1,000 $1,000
  2. 2. tage Rate art of Bond Pricing 10 15 20 25 30 o Maturity (Years) 8 9 10 11 12 13 14 15 16 17 18 16 18 20 22 24 26 28 30 32 34 36 $775 $757 $740 $724 $710 $697 $685 $674 $664 $655 $647 $1,000 $1,000 $1,000 $1,000 $1,000 $1,000 $1,000 $1,000 $1,000 $1,000 $1,000
  3. 3. 19 20 21 22 23 24 25 26 27 28 29 38 40 42 44 46 48 50 52 54 56 58 $639 $632 $626 $620 $614 $609 $605 $601 $597 $593 $590 $1,000 $1,000 $1,000 $1,000 $1,000 $1,000 $1,000 $1,000 $1,000 $1,000 $1,000
  4. 4. 30 60 $587 $1,000

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