Bond

Key Features:

1. Straight Bond Price
2. Convertible Bond (CB) Value (straight bond value, conversion value, and option value), Yield-to-Maturity(YTM)
3. Accrued Interest
4. Macaulay’s Duration, Modified Duration, Dollar Duration, % price change to interest rates (Volatility) and price value of a basis point (PVBP).
5. Graph of Bond Price vs. Interest Rate Change (Presevnt Value of Basis Point – PVBP Change)
6. Bond Price change over maturity – straight bond value, option value, conversion value and fair value
7. Save result
8. E-mail result as attachment