Bond Duration Calculator – Macaulay and Modified Duration

Bond Calculator

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Coupon payment per period (C) = 5% of $1,000 / 2 = $25. Number of periods (N) = 10 years × 2 = 20 periods. Discount rate per period (r) = 6% / 2 = 3% or 0.03. The bond price is calculated by …

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Zero Coupon Bond Calculator – What Is The Market Price? - DQYDJ

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Substituting into the formula: So a 10 year zero coupon bond paying 10% interest with a $1000 face value would cost you $385.54 today. In the opposite direction, you can compute the yield …

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Zero Coupon Bond Value - Formula (with Calculator) - Finance …

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Example of Zero Coupon Bond Formula. A 5 year zero coupon bond is issued with a face value of $100 and a rate of 6%. Looking at the formula, $100 would be F, 6% would be r, and t would …

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Zero Coupon Bond Calculator

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Key Concepts of Zero Coupon Bonds. 1. Face Value. The face value is the amount the bond will pay at maturity. For example, if you purchase a zero coupon bond with a face value of $1,000, …

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Zero-Coupon Bond | Formula + Calculator - Wall Street Prep

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May 30, 2024  · To calculate the price of a zero-coupon bond—i.e. the present value —the first step is to find the bond’s future value (FV), which is most frequently $1,000. The next step is to …

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Macaulay Duration - Overview, How To Calculate, Factors

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Up to 3.2% cash back  · A zero-coupon bond assumes the highest Macaulay duration compared with coupon bonds, assuming other features are the same. It is equal to the maturity for a zero …