Calculation


Settlement Date :

Trade/Reference Date :

Unit :

Yield(%) :

I(%) :

DM (%) :

Gross Price(%) :

Clean Price(%) :

AI(%) :

Gross Value(THB) :

Clean Value(THB) :

AI Value(THB) :

Sensitivity
PVBP :

Macaulay Duration (Yr) :

Modified Duration :

Convexity :

Remarks
1. Traded yield is based on 30/360 basis (on coupon payment) which might be different from yield calculated on actual payment.
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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.
The ThaiBMA makes no warranty, expressed or implied; representation; or guarantee as to the accuracy, currency, completeness or merchantability of the information and the Calculation Result provided on this part of the ThaiBMA's website or the fitness for a particular purpose. We accept no responsibility or liability for any direct or indirect loss, damage, expense or claim incurred in connection with any decision made or action or inaction on the part of any persons, who access to, browse and/or use the Calculation Result, in reliance upon the Calculation Result.