Calculation
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| Settlement Date : |
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Trade/Reference Date : |
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Unit : |
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| Yield(%) : |
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I(%) : |
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DM (%) : |
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| Gross Price(%) : |
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Clean Price(%) : |
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AI(%) : |
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| Gross Value(THB) : |
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Clean Value(THB) : |
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AI Value(THB) : |
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| Sensitivity | |||||
| PVBP : |
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Macaulay Duration (Yr) : |
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Modified Duration : |
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| Convexity : |
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| Remarks |
| 1. Traded yield is based on 30/360 basis (on coupon payment) which might be different from yield calculated on actual payment. |
| Click here to learn more. |
| 2. The settlement date used in the calculation is T+2 (current date plus 2 working days). |
| 3. This calculation program is allowed for bonds listed with the ThaiBMA only. |
| Disclaimer |
| The ThaiBMA provides the bond calculation program as a tool to faciliate investors who will invest in bond market. |
| The ThaiBMA has no obligation or liability of any kind in case of inaccuracies, delays, interruptions, errors or omissions. |