Below is our formula cheat sheet for bond analysis.

Actual/Actual Day Count (Non-leap year)


Actual/Actual Day Count (Leap year)



Bond Price


30/360 Day Count


Accrued Interest (AI)


Adjusted Current Yield


Current Yield


Key Rate Duration


Macaulay Duration


Modified Duration


Yield




Yield to Call


Yield to Put


Zero Coupon Bond Price



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