All Markets Desk

Bond price from yield

Price a bond from its coupon, maturity and yield, then see how a one-point change in yield moves the price.

Assumes a coupon date at purchase, so accrued interest is zero. Real quotes add accrued interest and day-count rules.

Price

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Price as % of face
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Current yield
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Approx. modified duration
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Price if yield rises 1 point
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Price if yield falls 1 point
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