MCP Ser...MCP Servers
Bond Pricing & Duration
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
Bond Pricing & Duration
Overview
Bond Pricing & Duration makes understanding bonds easy and quick. Whether you're investing, trading, or studying finance, this server helps you find the true value of bonds and measure their risk with simple tools.
With features like calculating clean prices between coupon payments and dirty prices including accrued interest, it simplifies complex bond calculations. You can also easily determine Macaulay and modified durations to see how bond prices change with interest rate shifts.
Key benefits include:
- Accurate bond price calculations for different payment schedules
- Clear inputs for coupon rate, frequency, remaining payments, and yield
- Visual icons for quick recognition and easy navigation
- Designed for real-world investing, trading, and learning needs
Stay confident in your bond decisions with fast, reliable insights tailored for both beginners and experts.
Example prompts to invoke Tool Bond Pricing & Duration
What's the clean price of a bond with a 5% annual coupon, 10 remaining payments, a yield of 4%, and a face value of $1000?
Can you calculate the bond's clean price if it's paying quarterly coupons at 3%, with 8 payments left, and a yield of 3.5%?
I need the clean price for a bond with a face value of $5000, coupon rate 6%, 12 remaining coupons, and a yield of 5.5%.
How do I find the clean price of a bond that pays semiannual coupons at 4.2%, with 15 remaining payments and a 4.8% yield?
Calculate the clean price for a bond with a face of $1000, coupon rate 7%, remaining 20 payments, and yield 6%.
What is the dirty price of a bond with a 4% coupon, 5 remaining payments, a yield of 4.5%, and redemption at face value, when settlement is 30 days after last coupon?
Can you tell me the dirty price including accrued interest for a bond paying quarterly at 3.5%, with 10 coupons left, yield at 4%, and settlement 45 days after last coupon?
I want to know the dirty price of a bond with face value $1000, coupon rate 5%, 8 remaining payments, yield 5.2%, settlement 20 days after last coupon, and a short first coupon period of 30 days.
How do I find the dirty price for a bond that has a short first coupon period of 60 days, with 12 remaining coupons, a face value of $2000, coupon rate 6%, and yield 5%?
Calculate the dirty price for a bond with a short first coupon period, paying semiannual coupons at 4%, with 10 remaining payments, yield 4.5%, settlement 25 days after last coupon, and actual days in first coupon of 45.
What is the Macaulay Duration for a bond with semiannual coupons, 8 total payments, a yield of 4%, and a coupon rate of 5%?
Can you compute the duration of a bond paying quarterly coupons, with 12 periods left, a 6% yield, and a 4% coupon rate?
I need the Macaulay Duration for a bond with a face value of $1000, paying annual coupons at 5%, 10 remaining payments, and a yield of 4.5%.
Tell me the Macaulay Duration for a bond that pays semiannual coupons, 15 remaining periods, a yield of 5%, and a coupon rate of 6%.
How do I calculate the modified duration of a bond with quarterly coupons, 8 remaining payments, a yield of 5.2%, and coupon rate 4%?
What's the modified duration for a bond paying semiannual coupons at 3.5%, with 12 remaining periods, a yield of 4%, and a face value of $1000?
Context
Tools
function
bond_clean_price_between_regular_coupon_payments
Calculates the clean price of a bond, excluding accrued interest since issue or the most recent coupon payment.
Calculates the clean price of a bond, excluding accrued interest since issue or the most recent coupon payment.
Parameters:
| Parameter | Type | Required | |
|---|---|---|---|
| f | number | Coupon frequency | Required |
| i | number | Coupon rate | Required |
| n | number | Remaining coupons payable to maturity | Required |
| y | number | Annual yield | Required |
| DCS | number | Days from last coupon to settlement | Required |
| DIC | number | Days in coupon period containing settlement | Required |
| par | number | Face value | Required |
| red | number | Redemption value | Required |
function
bond_dirty_price_short_first_coupon
Calculates the dirty price of a bond, including accrued interest, between coupon payments with a short first coupon period.
Calculates the dirty price of a bond, including accrued interest, between coupon payments with a short first coupon period.
Parameters:
| Parameter | Type | Required | |
|---|---|---|---|
| f | number | Coupon frequency | Required |
| i | number | Coupon rate | Required |
| n | number | Remaining coupons payable to maturity | Required |
| y | number | Annual yield | Required |
| DCS | number | Days from last quasi-coupon to settlement | Required |
| DFC | number | Actual days in short first coupon period | Required |
| par | number | Face value of the bond | Required |
| red | number | Redemption value | Required |
| DICQ | number | Days in quasi-coupon period containing settlement | Required |
function
bond_clean_price_between_coupon_payments_with_short_first_coupon
Calculates the clean price of a bond between coupon payments with a short first coupon period.
Calculates the clean price of a bond between coupon payments with a short first coupon period.
Parameters:
| Parameter | Type | Required | |
|---|---|---|---|
| f | number | Coupon frequency | Required |
| i | number | Coupon rate | Required |
| n | number | Remaining coupons payable to maturity | Required |
| y | number | Annual yield | Required |
| DCS | number | Days from last quasi-coupon to settlement | Required |
| DFC | number | Actual days in short first coupon period | Required |
| DIS | number | Days from issue to settlement | Required |
| par | number | Face value of the bond | Required |
| red | number | Redemption value | Required |
| DICQ | number | Days in quasi-coupon period containing settlement | Required |
function
macaulay_duration_of_bonds
Calculates the Macaulay Duration of Bonds, which is the weighted average time until cash flows are received, measured in years.
Calculates the Macaulay Duration of Bonds, which is the weighted average time until cash flows are received, measured in years.
Parameters:
| Parameter | Type | Required | |
|---|---|---|---|
| f | number | Coupon frequency | Required |
| n | number | Number of whole coupon periods | Required |
| y | number | Annual yield | Required |
| rc | number | Annual coupon rate | Required |
| alpha | number | Fraction of year until next coupon | Required |
function
bond_dirty_price_between_coupon_payments_with_short_first_coupon
Calculates the dirty price of a bond, including accrued interest since issue or the most recent coupon payment.
Calculates the dirty price of a bond, including accrued interest since issue or the most recent coupon payment.
Parameters:
| Parameter | Type | Required | |
|---|---|---|---|
| f | number | Coupon frequency | Required |
| i | number | Coupon rate | Required |
| n | number | Remaining coupons payable to maturity | Required |
| y | number | Annual yield | Required |
| DCS | number | Days from last quasi-coupon to settlement | Required |
| DFC | number | Actual days in short first coupon period | Required |
| par | number | Face value | Required |
| red | number | Redemption value | Required |
| DICQ | number | Days in quasi-coupon period containing settlement | Required |
function
modified_duration_of_bonds
Calculates the modified duration of bonds, which is the price sensitivity or percentage change in price for a unit change in yield.
Calculates the modified duration of bonds, which is the price sensitivity or percentage change in price for a unit change in yield.
Parameters:
| Parameter | Type | Required | |
|---|---|---|---|
| f | number | Coupon frequency | Required |
| n | number | Number of whole coupon periods | Required |
| y | number | Annual yield | Required |
| rc | number | Annual coupon rate | Required |
| alpha | number | Fraction of year until next coupon | Required |