Bond Valuation and Duration Model
Product Description
This model is an All in One solution to many Bond related problems. Just populate few spreadsheet cells with standard (and certain) inputs, and application will calculate:
Number of Coupon Payments During the Life of Bond;
Amount of Periodic Coupon Payments;
BOND PRICE;
MACAULAY DURATION;
MODIFIED DURATION; &
EFFECTIVE DURATION Values.
Application Supports:
Annual, Semiannual, Quarterly, Monthly, and Weekly Coupon Payment Frequencies;
Both, ordinary and due annuity types.
MODEL WII ALSO GENERATE TABLE DISPLAYING THE STEPS USED IN MACAULAY DURATION CALCULATIONS.
Application is easy to use and is a GREAT tool for Bond Valuation and Bond Risk (Mainly Interest Rate Risk) Assessment Purposes.
***NOTE: xlsx format requires MS Office 2007!
Number of Coupon Payments During the Life of Bond;
Amount of Periodic Coupon Payments;
BOND PRICE;
MACAULAY DURATION;
MODIFIED DURATION; &
EFFECTIVE DURATION Values.
Application Supports:
Annual, Semiannual, Quarterly, Monthly, and Weekly Coupon Payment Frequencies;
Both, ordinary and due annuity types.
MODEL WII ALSO GENERATE TABLE DISPLAYING THE STEPS USED IN MACAULAY DURATION CALCULATIONS.
Application is easy to use and is a GREAT tool for Bond Valuation and Bond Risk (Mainly Interest Rate Risk) Assessment Purposes.
***NOTE: xlsx format requires MS Office 2007!
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