到期收益率--债券价格-久期-凸性-计算-公式(Excel)表格文件下载.xls
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到期收益率--债券价格-久期-凸性-计算-公式(Excel)表格文件下载.xls
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基础信息债券代码112061债券名称11超日债票面利率8.98%票面价格100起息日期2012/3/7兑付日期2017/3/7期限交易日期2012/10/9最近兑付日2013/3/7最近兑付进度收益率和交易价格互算交易全价108.5459到期收益率8.0567%8.0567%交易净价103.2317期数123现金流144.98.988.988.98贴现值108.54591128.7003969458.0516959577.451362069久期计算期数123现金流144.98.988.988.98贴现值108.54591128.7003969458.0516959577.451362069权重100.0000%8.0154%7.4178%6.8647%权重*时长3.6642465310.032720430.1044585880.165317264久期3.664246531麦考利久期3.391040566凸性计算期数123现金流144.98.988.988.98贴现值108.54591128.7003969458.0516959577.451362069权重100.0000%8.0154%7.4178%6.8647%权重*(时长平方+时长)19.825636350.1262316110.3257369670.63208457凸性16.979454585上次兑付日2012/3/70.4082期间利息5.31425.314245678910118.98108.980000006.89578903477.4466671700000045678910118.98108.980000006.89578903477.446667170000006.3529%71.3492%0.0000%0.0000%0.0000%0.0000%0.0000%0.0000%0.2165199983.14523025100000045678910118.98108.980000006.89578903477.446667170000006.3529%71.3492%0.0000%0.0000%0.0000%0.0000%0.0000%0.0000%1.01799638417.723586820000001213141516171819200000000000000000001213141516171819200000000000000000000.0000%0.0000%0.0000%0.0000%0.0000%0.0000%0.0000%0.0000%0.0000%0000000001213141516171819200000000000000000000.0000%0.0000%0.0000%0.0000%0.0000%0.0000%0.0000%0.0000%0.0000%0000000002122232425262728290000000000000000002122232425262728290000000000000000000.0000%0.0000%0.0000%0.0000%0.0000%0.0000%0.0000%0.0000%0.0000%0000000002122232425262728290000000000000000000.0000%0.0000%0.0000%0.0000%0.0000%0.0000%0.0000%0.0000%0.0000%000000000300030000.0000%030000.0000%0债券代码112061债券名称11超日债票面利率8.9800%到期收益率8.0459%起息日2012/3/7交易日2012/10/9兑付日2017/3/7交易净价#NAME?
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- 到期 收益率 债券 价格 凸性 计算 公式 Excel