Download as xlsx, pdf, or txt
Download as xlsx, pdf, or txt
You are on page 1of 2

Maturity NO of HY Coupon YTM

Price
Spot RateDisc
0.5
1
0.0000
8.00%
96.15
8.00% 0.961538
1
2
0.0000
8.30%
92.19
8.30% 0.921895
1.5
3
0.0850
8.90%
99.45
8.93% 0.877171
2
4
0.0900
9.20%
99.64
9.25% 0.834635
2.5
5
0.1100
9.40%
103.49
9.47% 0.793542
3
6
0.0950
9.70%
99.49
9.79% 0.750771
3.5
7
0.1000
10.00%
100.00
10.13% 0.70764
4
8
0.1000
10.40%
98.72
10.59% 0.661731
4.5
9
0.1150
10.60%
103.16
10.85% 0.621559
5
10
0.0875
10.80%
92.24
11.02% 0.584823
5.5
11
0.1050
10.90%
98.38
11.18% 0.549852
6
12
0.1100
11.20%
99.14
11.58% 0.508858
6.5
13
0.0850
11.40%
86.94
11.75% 0.476221
7
14
0.0825
11.60%
84.24
11.99% 0.442536
7.5
15
0.1100
11.80%
96.09
12.40% 0.405491
8
16
0.0650
11.90%
72.62
12.28% 0.38548
8.5
17
0.0875
12.00%
82.97
12.54% 0.355526
9
18
0.1300
12.20%
104.30
13.15% 0.317779
9.5
19
0.1150
12.40%
95.06
13.38% 0.292231
10
20
0.1250
12.50%
100.00
13.62% 0.267689

Maturity Yr
1
2
3
4
5
6
7
8
9
10

Model
0.085
0.089
0.098
0.107
0.109
0.11
0.114
0.118
0.133
0.136

You might also like