Resolution - the authority on derivative pricing Resolution - specialising in providing pricing and risk analytics for financial securities

Associated Bond Functions

Price OutputYield OutputEquivalent Yield OutputCash Flow Map Output
Clean PriceYieldAnnual YieldCF Dates (nominal)
Accrued InterestAccrued InterestSemi-Annual YieldCF Dates (actual)
Dirty PriceDirty PriceQuarterly YieldCoupon Amount
Macaulay DurationMacaulay DurationMonthly YieldFace Value
Modified DurationModified DurationTrue YieldTotal Cash Flow
ConvexityConvexityUS Street YieldNext CF Date
Price Value of Basis PointPrice Value of Basis PointUS Treasury YieldNumber of Days in Coupon Period
JGB Simple YieldPrevious CF Date
Money Market a/360Days to Maturity
Money Market a/365Years to Maturity
Days to Next Coupon
Days Accrued
No. of Cash Flows
Next Ex-Div Date
Days in Period (actual)
Days in Period (accrued)
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