Comprehensive Bond Application Key Features -
1. Straight Bond Price
2. Convertible Bond (CB) Value (straight bond value, conversion value, and option value), Yield-to-Maturity(YTM)
Accrued Interest
3. Macaulay’s Duration, Modified Duration, Dollar Duration, % price change to interest rates (Volatility) and price value of a basis point (PVBP).
4. Bond Price change over maturity - straight bond value, option value, conversion value and fair value
5. Bond Price graph over term
6. Print and e-mail formatted PDF as attachment from Summary, Schedule and PVBP screens