Bond Characteristics
$
%
Dates
Yield / Price
%
Callable Bond (Optional)
$
Quick Reference
Clean Price: Quoted price (no accrued interest)
Dirty Price: What you actually pay (clean + accrued)
YTM: Total return if held to maturity
YTC: Return if called at first call date
YTW: Lower of YTM or YTC
Bond Pricing
Clean Price
$--
Quoted price
Accrued Interest
$--
-- days
Dirty Price
$--
Invoice price
--
Accrued Interest Calculation
Last Coupon Date:
--
Next Coupon Date:
--
Days in Period:
--
Days Accrued:
--
Coupon Payment:
$--
Yield Analysis
Current Yield
--%
Coupon / Clean Price
Yield to Maturity
--%
If held to maturity
Risk Metrics
Macaulay Duration
-- yrs
Weighted avg time
Modified Duration
--
% price change per 1% yield
Convexity
--
Curvature adjustment
DV01
$--
$ change per 1bp
Years to Maturity
-- yrs
From settlement
Total Cash Flows
$--
Coupons + Principal
Duration Interpretation
Enter bond details to see price sensitivity analysis.
Cash Flow Timeline
Coupon
Principal + Coupon
Price Sensitivity
Clean price at different yield levels
| YTM | Clean Price | % Change | $ Change |
|---|