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Calculate the days of accrued interest , fraction of interest payments accrued , accrued interest , flat price , modified duration A B C D
Calculate the days of accrued interest , fraction of interest payments accrued , accrued interest , flat price , modified duration
A B C D E F G 1 Bond information: 2 Issue date: 2017-05-15 3 Maturity date: 2024-11-15 4 Today's date: 2019-08-10 5 Coupon rate: 6 Payment freq 7 YTM 5.00% semiannual 6.00% 8 Payment dates May 15 and Nov 15 9 Day convention 10 actualactual 11 Previous payment date 12 13 Days in first interest period 14 15 16 Bond cash flow stream (per $100) H Bond duration 17 18 Date: Cash flow Days until Periods until PV of cash flow Duration wei Periods "Weight 19 2019-11-15 20 2020-05-15 21 2020-11-15 36 37 38 2222222222223225239 40 2021-05-15 2021-11-15 24 2022-05-15 2022-11-15 26 2023-05-15 27 2023-11-15 28 2024-05-15 2024-11-15 30 31 number of cash flows: Full price: Days of accrued interest Fraction of interest payment accrued: Accrued interest Flat price Duration (periods): Duration (years): Duration (periods, calculate using closed form equ Modified duration (periods) Modified duration (years)
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