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    Maturity ZCYC (%) FWD Rate

    Uploaded by

    Gaurav Sharma
    The document contains the maturity schedule of a bond with a 6.04% annual coupon rate and a face value of Rs. 1000 over a period of 40 years. It lists the forward rates and bond prices at different maturity points. The yield to maturity of the bond is calculated to be 6.8162% based on a present value of Rs. 1293.38.

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    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd

    Maturity ZCYC (%) FWD Rate

    Uploaded by

    Gaurav Sharma
    27 views4 pages
    The document contains the maturity schedule of a bond with a 6.04% annual coupon rate and a face value of Rs. 1000 over a period of 40 years. It lists the forward rates and bond prices at different maturity points. The yield to maturity of the bond is calculated to be 6.8162% based on a present value of Rs. 1293.38.

    Original Description:

    Bond calculation

    Original Title

    Bond

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    © © All Rights Reserved

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    The document contains the maturity schedule of a bond with a 6.04% annual coupon rate and a face value of Rs. 1000 over a period of 40 years. It lists the forward rates and bond prices at different maturity points. The yield to maturity of the bond is calculated to be 6.8162% based on a present value of Rs. 1293.38.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    27 views4 pages

    Maturity ZCYC (%) FWD Rate

    Uploaded by

    Gaurav Sharma
    The document contains the maturity schedule of a bond with a 6.04% annual coupon rate and a face value of Rs. 1000 over a period of 40 years. It lists the forward rates and bond prices at different maturity points. The yield to maturity of the bond is calculated to be 6.8162% based on a present value of Rs. 1293.38.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    of 4

    Maturity ZCYC(%) Fwd Rate

    0.0 6.05 Annual coupoun rate


    0.5 6.02 Remaining life
    1.0 6.04 Face value
    1.5 6.09
    2.0 6.16 bond price
    2.5 6.22 YTM
    3.0 6.29
    3.5 6.36
    4.0 6.42
    4.5 6.47 time
    5.0 6.52 1
    5.5 6.57 2
    6.0 6.61 3
    6.5 6.64 4
    7.0 6.68 5
    7.5 6.70 6
    8.0 6.73 7
    8.5 6.75 8
    9.0 6.77 9
    9.5 6.79 10
    10.0 6.81 11
    10.5 6.83 12
    11.0 6.84 13
    11.5 6.85 14
    12.0 6.87 15
    12.5 6.88 0
    13.0 6.89 0
    13.5 6.90 0
    14.0 6.90 0
    14.5 6.91 0
    15.0 6.92 0
    15.5 6.93 0
    16.0 6.93 0
    16.5 6.94 0
    17.0 6.95 0
    17.5 6.95 0
    18.0 6.96 0
    18.5 6.96 0
    19.0 6.97 0
    19.5 6.97 0
    20.0 6.98 0
    20.5 6.98 0
    21.0 6.98 0
    21.5 6.99 0
    22.0 6.99 0
    22.5 6.99 0
    23.0 7.00 0
    23.5 7.00 0
    24.0 7.00 0
    24.5 7.01 0
    25.0 7.01 0
    25.5 7.01 0
    26.0 7.01 0
    26.5 7.02 0
    27.0 7.02 0
    27.5 7.02 0
    28.0 7.02 0
    28.5 7.03 0
    29.0 7.03 0
    29.5 7.03 0
    30.0 7.03 0
    30.5 7.03 0
    31.0 7.04 0
    31.5 7.04 0
    32.0 7.04 0
    32.5 7.04 0
    33.0 7.04 0
    33.5 7.04 0
    34.0 7.05 0
    34.5 7.05 0
    35.0 7.05 0
    35.5 7.05 0
    36.0 7.05
    36.5 7.05
    37.0 7.05
    37.5 7.05
    38.0 7.06
    38.5 7.06
    39.0 7.06
    39.5 7.06
    40.0 7.06
    10%
    15
    1000

    1,293.38
    6.8162%

    1293.38

    ZYCY coupon Mautrity PV YTM PV


    6.04 100 0 94.3009 6.8162% 93.61876
    6.16 100 0 88.73763 6.8162% 87.64473
    6.29 100 0 83.27045 6.8162% 82.05191
    6.42 100 0 77.973 6.8162% 76.81599
    6.52 100 0 72.91078 6.8162% 71.91418
    6.61 100 0 68.12017 6.8162% 67.32516
    6.68 100 0 63.61392 6.8162% 63.02898
    6.73 100 0 59.39007 6.8162% 59.00696
    6.77 100 0 55.43878 6.8162% 55.24158
    6.81 100 0 51.74648 6.8162% 51.71649
    6.84 100 0 48.29821 6.8162% 48.41634
    6.87 100 0 45.07881 6.8162% 45.32677
    6.89 100 0 42.07358 6.8162% 42.43437
    6.90 100 0 39.2685 6.8162% 39.72653
    6.92 100 1000 403.1538 6.8162% 409.1063
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0
    0.00 0 0

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