Bond Calculator
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- VÃfill Sverrisson (Deactivated)
- Magnús Norðdahl
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.
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). |