We are pleased to announce a new version of the Bond Calculator,
- calculating yield by price;
- calculating price by yield;
- issue model.
For a quick search for a bond in the database you can now use an autocomplete function. Yield by the price will be calculated automatically if the selected bond issue has quotes from the Cbonds Estimation trading platform. Calculation results can be downloaded as pdf and xls documents.
The Issue Model tab offers simple functionality for creating models of coupon-bearing, zero-coupon bonds and promissory notes.
Please note that we will no longer update the Calculator’s flash-version but it will be still available for three more months.
We would greatly appreciate your comments, feedback and critical remarks regarding the Calculator’s functionality. You are welcome to sent all comments to our email address firstname.lastname@example.org.
The Bond Calculator is designed to calculate analytical parameters used for bond and Eurobond valuation. The tool enables you to calculate clean and dirty bond prices, accrued coupon income (ACI), different types of bond yield, duration and modified duration, convexity, PVBP, some types of spreads (G-spread, T-spread) allowing you to analyze fixed income instrument volatility and track bond price changes when yield changes. The interface allows you to view key bond parameters and build simple models for coupon-bearing and discount bonds and Eurobonds enabling you to quickly assess the bond price or yield depending on input parameters.