Bond Price, Duration and Convexity Calculator

Par Value	=
Coupon Rate (%)	=
Elapsed Coupons	=
Remaining Coupons	=
Yield (%)	=
Frequency	=

Note: A frequency of 1 stands for annual compounding, 2 for semiannual componding and so on...

References

R. Brooks, Building Financial Derivatives Applications with C++, Quorum Books (2000).

Chronology

Date || Version || Author.

3/28/07 || 1.0 || Razvan Pascalau