Documents
Resources
Learning Center
Upload
Plans & pricing Sign in
Sign Out

Bond Pricing - By Yield To Maturity

VIEWS: 7 PAGES: 3

  • pg 1
									BOND PRICING                         By Yield To Maturity                      Annual Percentage Rate
Inputs                                                                   Bond Price By Yield To Maturity
                                                             $1,200
Rate Convention: 1 = EAR, 0 = APR         0
Annual Coupon Rate (CR)                5.0%                  $1,100

Yield to Maturity (Annualized) (y)     9.0%                  $1,000




                                                Bond Price
Number of Payments / Year (NOP)           2                   $900
Number of Periods to Maturity (T)         8
                                                              $800
Face Value (FV)                      $1,000
                                                              $700
Outputs                                                       $600
Discount Rate / Period (RATE)          4.5%
                                                              $500
Coupon Payment (PMT)                    $25                       0.0%       5.0%         10.0%         15.0%
                                                                                    Yield To Maturity
Chart Outputs
Yield to Maturity (Annualized)         1.0%   2.0%   3.0%   4.0%   5.0%                        6.0%       7.0%
Discount Rate / Period                 0.5%   1.0%   1.5%   2.0%   2.5%                        3.0%       3.5%
Bond Price                           $1,156 $1,115 $1,075 $1,037 $1,000                       $965       $931
ercentage Rate




         20.0%



          8.0%    9.0%   10.0%    11.0%    12.0%    13.0%    14.0%    15.0%    16.0%    17.0%
          4.0%    4.5%     5.0%     5.5%     6.0%     6.5%     7.0%     7.5%     8.0%     8.5%
         $899    $868     $838     $810     $783     $756     $731     $707     $684     $662
18.0%    19.0%    20.0%
  9.0%     9.5%   10.0%
 $640     $620     $600

								
To top