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