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Bond Price Calculation Methods

The document contains details on bond prices for different types of bonds including zero coupon bonds, coupon bonds, semi-annual coupon bonds, and dirty bonds. It provides the formulas and inputs used to calculate the prices of these bonds given factors like face value, maturity date, coupon rate, yield, and number of periods until maturity.

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Светка Соханич
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32 views8 pages

Bond Price Calculation Methods

The document contains details on bond prices for different types of bonds including zero coupon bonds, coupon bonds, semi-annual coupon bonds, and dirty bonds. It provides the formulas and inputs used to calculate the prices of these bonds given factors like face value, maturity date, coupon rate, yield, and number of periods until maturity.

Uploaded by

Светка Соханич
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

Bond Particulars Data

Bond Particulars Value


Face Value (F) $1,000.00
Number of the Year Until Marurity (t) 10
Number of the Compounding Per Year (n) 2
Yield to Maturity-YTM (r) 4%
Coupon Rate 5%
Annual Coupon Rate (C) $30.00
Zero Coupon Bond Price

Bond Particulars Value


Face Value (F) $1,000.00
Number of the Year Until Marurity (t) 10
Number of the Compounding Per Year (n) 2
Yield to Maturity-YTM (r) 4%
Coupon Rate 0%
Number of Bond Issued 10000

Zero Coupon Bond Price $672.97


Coupon Bond Price

Bond Particulars Value


Face Value (F) $1,000.00
Number of the Year Until Marurity (t) 10
Number of the Compounding Per Year (n) 2
Yield to Maturity-YTM (r) 4%
Coupon Rate 5%
Annual Coupon Rate (C) $30.00

Coupon Bond Price $1,163.51


Zero Coupon Bond Price Annual Coupon Bond Price

Bond Particulars Value Bond Particulars Value


Face Value $1,000.00 Face Value $1,000.00
Number of the Year Until
10 Number of the Year Until Marurity 10
Marurity
Number of Periods 10 Number of Periods 10
Interest/Discount Rate 5% Interest/Discount Rate 5%
Coupon Rate 0% Coupon Rate 3%

Zero Coupon Bond Price -$613.91 Annual Coupon Bond Price -$845.57
Semi-Annual Coupon Bond Price

Bond Particulars Value


Face Value $1,000.00

Number of the Year Until Marurity 10

Number of Periods 20
Interest/Discount Rate 5%
Coupon Rate 3%

Semi-Annual Coupon Bond Price -$844.11


Semi-Annual Coupon Clean Accrued Intetest
Bond Price

Bond Particulars Value Bond Particulars Value


Face Value $1,000.00 Face Value $1,000.00

Number of the Year Until Last Coupon Issued Since


10 120
Marurity (Days)
Number of Periods 20 Coupon Period (Day) 182.5
Interest/Discount Rate 5% Coupon Rate 3%
Coupon Rate 3% Accrued Interest $9.86
Semi-Annual -$844.11
Coupon Bond Price
Dirty Bond Price

Bond Particulars Value


Semi-Annual Coupon Clean
-$844.11
Price

Accrued Interest $9.86

Coupon Period (Day) 182.5


Coupon Rate 3%
Dirty Bond Price -$834.25
Bond Price

Bond Particulars Value


Settlement Date (settlement) 5/5/2010
Maturity Date (maturity) 5/4/2022
Annual Coupon Rate (rate) 8%
Yield (yld) 6.5%
Redemption Amount Per $100 of Face Value
$100.00
(redemption)
Number of Coupon Payments Per Year
2
(frequency)
Day Count Basis [basis] 0
Bond Price $112.36

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