80

Bond Details

4
5
8

Time (in years)

Coupon (%)
Yield (%)
Payments per year

Present-Valued Cash Flo

70
60
50

2
40
30

89.9009

Price

20
10

Graph Functions

Show Present Value of Cash Flow

Show Duration with Cash Flow

0
0.5

1.5

140

Tim e

Price-Yield Grap

120

Risk Measures

100

Modified Duration

3.5126

PVBP (Delta/Risk)

-0.03158

Dollar Value per

BPs

Price

Macauley's Duration 3.65311

2.5

80
60
40

$ -0.03158
20
0
0

10

20

30

40

Yield50
(%)

Disclaimer

nt-Valued Cash Flow Graph

Tim e

2.5

3.5

Price-Yield Graph

40

Yield50
(%)

60

70

80

90

100

Price
Sum of w.by.time
Duration
Duration (mod)
PVBP

PV Cash Flow Graph

1

89.901
656.84
3.6531
3.5126
-0.0316

Local Copy of Inputs

Yield
time
coupon
payment

Duration on Graph
1

0.04
8
2.5
2

Price Calculations
Period

Year
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41

0.5
1
1.5
2
2.5
3
3.5
4
4.5
5
5.5
6
6.5
7
7.5
8
8.5
9
9.5
10
10.5
11
11.5
12
12.5
13
13.5
14
14.5
15
15.5
16
16.5
17
17.5
18
18.5
19
19.5
20
20.5

Amount Coupon
0
0
0
0
0
0
0
100
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

2.5
2.5
2.5
2.5
2.5
2.5
2.5
2.5
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Time

PVAmount PVCoupon

0.5
0
1
0
1.5
0
2
0
2.5
0
3
0
3.5
0
4 73.069021
4.5
0
5
0
5.5
0
6
0
6.5
0
7
0
7.5
0
8
0
8.5
0
9
0
9.5
0
10
0
10.5
0
11
0
11.5
0
12
0
12.5
0
13
0
13.5
0
14
0
14.5
0
15
0
15.5
0
16
0
16.5
0
17
0
17.5
0
18
0
18.5
0
19
0
19.5
0
20
0
20.5
0

2.4038462
2.3113905
2.2224909
2.1370105
2.0548178
1.9757863
1.8997945
1.8267255
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

weighted by time
2.4038461538
4.6227810651
6.66747269
8.5480419103
10.2740888345
11.854717886
13.298561731
599.1659681016
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95

21
21.5
22
22.5
23
23.5
24
24.5
25
25.5
26
26.5
27
27.5
28
28.5
29
29.5
30
30.5
31
31.5
32
32.5
33
33.5
34
34.5
35
35.5
36
36.5
37
37.5
38
38.5
39
39.5
40
40.5
41
41.5
42
42.5
43
43.5
44
44.5
45
45.5
46
46.5
47
47.5

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

21
21.5
22
22.5
23
23.5
24
24.5
25
25.5
26
26.5
27
27.5
28
28.5
29
29.5
30
30.5
31
31.5
32
32.5
33
33.5
34
34.5
35
35.5
36
36.5
37
37.5
38
38.5
39
39.5
40
40.5
41
41.5
42
42.5
43
43.5
44
44.5
45
45.5
46
46.5
47
47.5

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149

48
48.5
49
49.5
50
50.5
51
51.5
52
52.5
53
53.5
54
54.5
55
55.5
56
56.5
57
57.5
58
58.5
59
59.5
60
60.5
61
61.5
62
62.5
63
63.5
64
64.5
65
65.5
66
66.5
67
67.5
68
68.5
69
69.5
70
70.5
71
71.5
72
72.5
73
73.5
74
74.5

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

48
48.5
49
49.5
50
50.5
51
51.5
52
52.5
53
53.5
54
54.5
55
55.5
56
56.5
57
57.5
58
58.5
59
59.5
60
60.5
61
61.5
62
62.5
63
63.5
64
64.5
65
65.5
66
66.5
67
67.5
68
68.5
69
69.5
70
70.5
71
71.5
72
72.5
73
73.5
74
74.5

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203

75
75.5
76
76.5
77
77.5
78
78.5
79
79.5
80
80.5
81
81.5
82
82.5
83
83.5
84
84.5
85
85.5
86
86.5
87
87.5
88
88.5
89
89.5
90
90.5
91
91.5
92
92.5
93
93.5
94
94.5
95
95.5
96
96.5
97
97.5
98
98.5
99
99.5
100
100.5
101
101.5

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

75
75.5
76
76.5
77
77.5
78
78.5
79
79.5
80
80.5
81
81.5
82
82.5
83
83.5
84
84.5
85
85.5
86
86.5
87
87.5
88
88.5
89
89.5
90
90.5
91
91.5
92
92.5
93
93.5
94
94.5
95
95.5
96
96.5
97
97.5
98
98.5
99
99.5
100
100.5
101
101.5

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257

102
102.5
103
103.5
104
104.5
105
105.5
106
106.5
107
107.5
108
108.5
109
109.5
110
110.5
111
111.5
112
112.5
113
113.5
114
114.5
115
115.5
116
116.5
117
117.5
118
118.5
119
119.5
120
120.5
121
121.5
122
122.5
123
123.5
124
124.5
125
125.5
126
126.5
127
127.5
128
128.5

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

102
102.5
103
103.5
104
104.5
105
105.5
106
106.5
107
107.5
108
108.5
109
109.5
110
110.5
111
111.5
112
112.5
113
113.5
114
114.5
115
115.5
116
116.5
117
117.5
118
118.5
119
119.5
120
120.5
121
121.5
122
122.5
123
123.5
124
124.5
125
125.5
126
126.5
127
127.5
128
128.5

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311

129
129.5
130
130.5
131
131.5
132
132.5
133
133.5
134
134.5
135
135.5
136
136.5
137
137.5
138
138.5
139
139.5
140
140.5
141
141.5
142
142.5
143
143.5
144
144.5
145
145.5
146
146.5
147
147.5
148
148.5
149
149.5
150
150.5
151
151.5
152
152.5
153
153.5
154
154.5
155
155.5

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

129
129.5
130
130.5
131
131.5
132
132.5
133
133.5
134
134.5
135
135.5
136
136.5
137
137.5
138
138.5
139
139.5
140
140.5
141
141.5
142
142.5
143
143.5
144
144.5
145
145.5
146
146.5
147
147.5
148
148.5
149
149.5
150
150.5
151
151.5
152
152.5
153
153.5
154
154.5
155
155.5

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365

156
156.5
157
157.5
158
158.5
159
159.5
160
160.5
161
161.5
162
162.5
163
163.5
164
164.5
165
165.5
166
166.5
167
167.5
168
168.5
169
169.5
170
170.5
171
171.5
172
172.5
173
173.5
174
174.5
175
175.5
176
176.5
177
177.5
178
178.5
179
179.5
180
180.5
181
181.5
182
182.5

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

156
156.5
157
157.5
158
158.5
159
159.5
160
160.5
161
161.5
162
162.5
163
163.5
164
164.5
165
165.5
166
166.5
167
167.5
168
168.5
169
169.5
170
170.5
171
171.5
172
172.5
173
173.5
174
174.5
175
175.5
176
176.5
177
177.5
178
178.5
179
179.5
180
180.5
181
181.5
182
182.5

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400

183
183.5
184
184.5
185
185.5
186
186.5
187
187.5
188
188.5
189
189.5
190
190.5
191
191.5
192
192.5
193
193.5
194
194.5
195
195.5
196
196.5
197
197.5
198
198.5
199
199.5
200

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

183
183.5
184
184.5
185
185.5
186
186.5
187
187.5
188
188.5
189
189.5
190
190.5
191
191.5
192
192.5
193
193.5
194
194.5
195
195.5
196
196.5
197
197.5
198
198.5
199
199.5
200

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Yield Curve Graph

Using PVBP as the gradient of the line

Slope
0
8
18
115.1638 89.9009 58.322

Yield Curve Graph Data

Yield (%)
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40

Price
120.00
115.65
111.48
107.49
103.66
100.00
96.49
93.13
89.90
86.81
83.84
81.00
78.27
75.64
73.13
70.71
68.39
66.16
64.02
61.97
59.99
58.09
56.26
54.50
52.81
51.18
49.61
48.10
46.65
45.26
43.91
42.61
41.36
40.16
39.00
37.88
36.80
35.76
34.75
33.78
32.85

x1
y1

-2
###

x2
y2

18
58.322

Cash Flow Graph Data

Period
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41

Year
0.5
1
1.5
2
2.5
3
3.5
4

Amount Coupon
0
0
0
0
0
0
0
100

2.5
2.5
2.5
2.5
2.5
2.5
2.5
2.5

Year PV Amount
0.5
0
1
0
1.5
0
2
0
2.5
0
3
0
3.5
0
4 73.0690205

41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94

31.95
31.08
30.24
29.42
28.64
27.88
27.15
26.44
25.76
25.10
24.46
23.84
23.25
22.67
22.11
21.57
21.04
20.54
20.05
19.57
19.11
18.66
18.23
17.81
17.41
17.02
16.63
16.27
15.91
15.56
15.22
14.90
14.58
14.27
13.97
13.68
13.40
13.13
12.86
12.60
12.35
12.11
11.87
11.64
11.42
11.20
10.99
10.78
10.58
10.39
10.20
10.02
9.84
9.66

42
43
44

95
96
97
98
99
100

9.49
9.33
9.17
9.01
8.86
8.71

PV Coupon
2.4038462
2.3113905
2.2224909
2.1370105
2.0548178
1.9757863
1.8997945
1.8267255

Duration

7.306218
0

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