sep 232014
 

Attached is a excel bond price calculator that discounts the expected cash flow of a selected type of bond.

In discounting the expected cash flow the calculator constructs a yield curve from the „Interest table“ sheet (based on the selected currency in cell C5). The forward rates, for when the variable interest rate is selected, are calculated using same rates as for the selected currency.

 

The types of bonds available are:

  • „Annuitet“, where „total payment“ is constant.
  • „Equal principal payment“, where the principal is paid back in equal installments.
  • „Coupon“, where coupon is paid until principal is paid back in one installment.
  • „Zero coupon“, where accrued interest and principal is paid back in one payment.

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