Advanced Bond Concepts: Formula Cheat Sheet
  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

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


Advanced Bond Concepts: Conclusion

  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
RELATED TERMS
  1. Macaulay Duration

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  2. Modified Duration

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  3. Empirical Duration

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  4. Required Yield

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  5. Effective Duration

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RELATED FAQS
  1. Which is a better metric, modified duration or Macaulay duration?

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  2. What is the relationship between modified duration and interest rates?

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  3. What is the average profit margin of a company in the chemicals sector?

    Learn more about the Macaulay duration and the modified duration, how to calculate a bond's Macaulay duration and modified ... Read Answer >>
  4. How can I use a bond's duration to predict its return?

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  5. What does the Macaulay duration indicate about a bond?

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  6. What is the risk return tradeoff for stocks?

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