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Bond Pricing - Dynamic Chart

The document contains information about bond pricing, including inputs for annual coupon rate, yield to maturity, number of payments per year, face value, and outputs including discount rate per period, coupon payment, and bond prices for coupon and face value bonds over a 30 year period. It also includes a dynamic chart showing how the bond price changes over time as it approaches the face value at maturity.

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115 views

Bond Pricing - Dynamic Chart

The document contains information about bond pricing, including inputs for annual coupon rate, yield to maturity, number of payments per year, face value, and outputs including discount rate per period, coupon payment, and bond prices for coupon and face value bonds over a 30 year period. It also includes a dynamic chart showing how the bond price changes over time as it approaches the face value at maturity.

Uploaded by

api-3763138
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLS, PDF, TXT or read online on Scribd
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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

Face Value (FV) $1,000 20 $400


$200
Outputs $0
Discount Rate / Period (RATE) 4.5% 0 5 Time10
To Maturity
15 (Years)
20 25 30
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
tage Rate

t of Bond Pricing

To
0 Maturity
15 (Years)
20 25 30

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
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
30
60
$587
$1,000

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