Bonds Formulas

  • May 2020
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Advanced Bond Concepts: Formula Cheat Sheet Actual/Actual Day Count (Non-leap year)

Bond Price

Actual/Actual Day Count (Leap year)

30/360 Day Count Accrued Interest (AI)

Adjusted Current Yield

Key Rate Duration

Modified Duration

Yield

Yield to Call

Yield to Put

Zero Coupon Bond Price

Macaulay Duration

Current Yield

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