bond duration
Post on 22-Jan-2016
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DESCRIPTION
Bond Duration
TRANSCRIPT
zero couponface 100matu 30
y 4%du 28.96actual -30.12slope $872.32
duration plot2.00% $47.50
4% $30.12 6% $12.74
actual yy price
1% 73.992% 54.753% 40.514% 29.985% 22.186% 16.417% 12.148% 8.999% 6.65
10% 4.92
1 2 3 4 5 6 7 8 9 100.00
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80.00
1 2 3 4 5 6 7 8 9 100.00
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80.00
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