Your SlideShare is downloading. ×
Bond Pricing   Dynamic Chart
Bond Pricing   Dynamic Chart
Bond Pricing   Dynamic Chart
Bond Pricing   Dynamic Chart
Upcoming SlideShare
Loading in...5
×

Thanks for flagging this SlideShare!

Oops! An error has occurred.

×
Saving this for later? Get the SlideShare app to save on your phone or tablet. Read anywhere, anytime – even offline.
Text the download link to your phone
Standard text messaging rates apply

Bond Pricing Dynamic Chart

873

Published on

0 Comments
0 Likes
Statistics
Notes
  • Be the first to comment

  • Be the first to like this

No Downloads
Views
Total Views
873
On Slideshare
0
From Embeds
0
Number of Embeds
0
Actions
Shares
0
Downloads
0
Comments
0
Likes
0
Embeds 0
No embeds

Report content
Flagged as inappropriate Flag as inappropriate
Flag as inappropriate

Select your reason for flagging this presentation as inappropriate.

Cancel
No notes for slide

Transcript

  • 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. 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. 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. 30 60 $587 $1,000

×