You are on page 1of 3

Yield = (100-P/P) * 365/D * 100

Current Yield 60.00% 6000


MP
Maturity Value 100
No of days 30
1/p=Y * D /365 + 1

95.3003
Face Value 98 Yield
Issue Date 7/19/2012
Settlement Date 7/19/2012
Maturity Date 7/20/2015
Market Price
Coupon Rate 8%
Coupon Payment 3.92
Coupon Period 2
Redemption Value 100

YTM 8.77%
Price Yield
100 8
110 7.27
120 6.67
130 6.15
140 5.71
Coupon Period Coupon Payment Discounting factor PV Coupon
4%
1 3.92 0.961538461538462 3.7692307692
2 3.92 0.924556213017751 3.624260355
99.5806290515 3 3.92 0.888996358670915 3.484865726
4 3.92 0.854804191029726 3.3508324288
5 3.92 0.821927106759352 3.2219542585
6 3.92 0.790314525730146 3.0980329409
6 100 0.790314525730146 79.031452573

You might also like