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Advanced Bond Concepts: Formula Cheat Sheet
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
 






Next: Advanced Bond Concepts: Conclusion

Table of Contents
1) Advanced Bond Concepts: Introduction
2) Advanced Bond Concepts: Bond Type Specifics
3) Advanced Bond Concepts: Bond Pricing
4) Advanced Bond Concepts: Yield and Bond Price
5) Advanced Bond Concepts: Term Structure of Interest Rates
6) Advanced Bond Concepts: Duration
7) Advanced Bond Concepts: Convexity
8) Advanced Bond Concepts: Formula Cheat Sheet
9) Advanced Bond Concepts: Conclusion

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