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.