ILB Calculation Symbol : Unit : Pricing by Real Yield (%) Pricing by Unadjusted Price (%) Clean Gross Result :: 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. 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.