Yield Curve

0.03
0.025
0.02
0.015
Rate
Forwa
0.01 Yield

0.005
0
0.5 1 1.5 2 2.5 3 3.5 4 4.5 5 5.5
Time

R(0,t) 0.020127 0.02022 0.02031 0.0204 0.0194 0.01785 0.01692 0.01639

F(0,t,t+dt) 0.020229 0.02042 0.0206 0.0208 0.0154 0.01011 0.0114 0.01269

Enter Input data below for Time points, bond market prices and bond payment schedule
0.5 Time -> 0 0.5 1 1.5 2 2.5 3 3.5 4
Bond No. Market Price
1 99 100.00
2 98 100.00
3 96 100.00
4 102 2.50 2.50 102.50
5 108 3.75 3.75 3.75 103.75
6 102 2.00 2.00 2.00 2.00
 Calculate
Forward
Yield

5 5.5

0.016491 0.017034 0.017897

0.017367 0.02204 0.026713

bond payment schedules

4.5 5 5.5

2.00 102.00