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YTM

The document contains information about calculating yields on bonds including coupon rates, face values, redemption prices, and cash flows. It provides examples of zero coupon bonds and calculating modified duration and convexity for a bond.

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Sim
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24 views3 pages

YTM

The document contains information about calculating yields on bonds including coupon rates, face values, redemption prices, and cash flows. It provides examples of zero coupon bonds and calculating modified duration and convexity for a bond.

Uploaded by

Sim
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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coupon rat 6% 8% coupon rat 8%

coupon fre 2 semi annual bond face 100


time/matur 3 years
redemption 10% premium
yield 7%

face value 1000


coupon rat 8% semi annual
tenure 3 years
current pri 85.3
Calculate the yield to maturity
of the above

term cfs
0 -85.3
1
2
3
4
5
6
A zero coupon bond is yielding 4.5% redeemable at end of 3 years
at afce value of Rs. 10000

yield 4.50%
Tenure 3 years
face value 10000

price ₹ 8,762.97
₹ 18,726.68
For the below bond, calculate the modified duration and convexity
Pv=bv 100
coupon fre 2
coupon rat 6%
tenure 5 years
6% 6.01% 5.99%
price
pv

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