Dealer / Trader


Settlement Date :

Trade/Reference Date :

Unit :

Real Yield(%) :

Index Ratio :

Settlement Amount (THB) :

Unadjusted GrossPrice(%) :

Unadjusted Clean Price(%) :

Unadjusted AI(%) :

Sensitivity
PVBP :

Macaulay Duration (Yr) :

Modified Duration :

Convexity :

Remark for Inflation-Linked Bond
1. The input Yield (%) must be Real Yield (%)
2. Duration and Convexity measures are calculated based on Real YTM.
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.