Financial Formulas, section Fixed income products Formulas in this section Formulas for fixed income securities Accrued interest rate of a bond Accrued interest rate of an inflation-indexed bond Basis of a bond Bond yield quick approximation Convexity adjustment Convexity of a bond Formula for Calculating the Price of a Coupon Bond Implied repo rate (IRR) Inflation index reference for a given date Inflation indexation coefficient for a given value date Macaulay duration Modified duration Price of a discount security Price of a discount security on a bank discount basis Price of a perpetual bond Price of a zero-coupon bond PVBP by the modified duration PVBP by the yield change Year fraction Yield of a coupon bond Yield of a discount security Yield of a discount security on a bank discount basis Yield of a perpetual bond
