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The Bond Calculator Window allows users to calculate the value of Icelandic bonds for any given settlement date.  Bond calculator supports all bonds listed on the Icelandic Stock Exchange. The Bond Calculator Window can be accessed from the toolbar or the "Market Data" dropdown menu.

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Supported calculations

Values

Description

Yield to maturity

(YTM) in %

Dirty price

The Net Present Value of a bond

Quote price

Clean or dirty price, depending on the bond

Duration

Measures the sensitivity of the asset's price to interest rate movements, expressed  as a number of years

Accrued interest

The interest that has accumulated since the principal investment, or since the previous interest payment if there has been one already

Index adjustment

Current principle adjusted with current cpi or cti

Principle with interest

The sum of current principle, accrued interest and the Index adjustment

Discount

The difference between the Net Present Value and the sale price

Base point value

How much the value of the bond changes when the interest rate (yield) changes by one base point (0.01 percent).