Bond Calculator

The Bond Calculator is designed to calculate analytical parameters used in the assessment of bonds. The tool allows the calculation of net and dirty prices, accrued coupon interest (ACI), various types of bond yields, duration, as well as modified duration, convexities, PVBP, several types of spreads (G-spread, T-spread), providing the opportunity to analyze the volatility of debt market instruments and evaluate the change of the bond price due to the change in yield. Key issue parameters can be viewed through the interface. The Calculator also enables the building of simple models of coupon and discount / international bonds to estimate the price or yield quickly according to the given parameters.