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Finances / Finanzen » uk.finance » Re: Bonds: YTM, duration, and convexity
Re: Bonds: YTM, duration, and convexity [message #397698] Fr, 14 Juli 2006 22:48
conuco  
Better post your question in alt.math.

"DarkProtoman" <Protoman2050 [at] gmail.com> wrote in message
news:1152063443.202480.78400 [at] p79g2000cwp.googlegroups.com...
> How do I calculate YTM? I need to calculate it for this sort of bond:
>
> A 10yr $1000 bond w/ a 5% annual coupon is selling for $784.36. The
> current prime rate is 8.25% (I'm using the prime rate to calculate the
> bond's clean price). It's Macauly duration is 7.82yrs. It's current
> yield is 6.37%.
>
>
> How would I calculate it's YTM and it's convexity? What does duration
> and convexity actually mean? Thanks!!!! Also, why is duration in years
> instead of percent?
>
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