Bond Sensitivity Analysis will provide following parameters
|
Parameter |
Description |
|
Exchange |
Exchange or segment selected |
|
Description |
Security description providing company name, coupon rate, maturity date and series information |
|
Settlement Date |
Settlement date for the trade security |
|
Maturity |
Maturity date |
|
Price |
Last traded price or user input price. |
|
Dis. /Cur. Yield |
Representing discounted yield for treasury bill or current yield in case of bond. |
|
YTM/-Dis. |
Yield To Maturity or discounted value in case of T-bill and Zero coupon bond |
|
Annual Equivalent Yield |
Annual Equivalent Yield |
|
Duration |
Indicating Macaulay duration |
|
Mod - Duration |
Modified duration |
|
Convexity |
Convexity |
|
Risk |
Indicating PVBP in percentage term |
|
PVBP |
Price Value per Basis Point |
|
PVBP.Up |
Price Value per Basis Point up |
|
PVBP.Dn |
Price Value per Basis Point down |
|
Acc.Days |
No. of day Accrued. |
|
Acc.Amt |
Accrued Amount |
|
Principal |
Principal paid on settlement date for face value per security |
|
Tot. Principal |
Total principal paid on settlement date for face value per security. This includes principle and accrued amount. |
|
Cpn.Amt |
Next coupon amount receivable. |
|
Tot.Cpn.Pay |
Total coupon amount receivable till the maturity date. |
|
Redm.Amt |
Redemption amount receivable on the maturity date. |
|
Reinvest Int |
Reinvestment interest amount till the maturity date evaluated either by YTM or at the required interest rate. |
|
Tot Recev |
Total amount expected to receive on the maturity date. |
|
Income |
Total income expected on the maturity date. |
|
Last IP dt |
Last interest payment date. |
|
Next IP dt |
Next interest payment date. |
|
ISIN |
ISIN number of the security |
|
Issue dt |
Security issue date |
|
Sec Type |
Type of security like Central Government (CG), State Government (SG) or Treasury Bill (TB) |
|
Face Val |
Face value per unit |
|
Redm Type |
Redemption type of the security: Bullet, Perpetual, Sinking |
|
Cpn.Type |
Coupon type: Fixed, Step, Zero |
|
Cpn.Freq |
Coupon frequency: Monthly, Quarterly, Half Yearly, Yearly. |
|
Cpn.Rate(%) |
Coupon Rate |
|
StepDate |
Step coupon starting date |
|
StepRate(%) |
Step Rate |
|
Day Conv |
Day count convention follows for the evaluation of the security. |
|
Opt Type |
Call and/or Put Option available with bond. |
|
Status/Info |
Indicating various calculation status of the security analysis using market or custom price or yield. Bond Matured or no longer available. |
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