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Bond price and durationAnalyst
Price a bond from its yield, with duration.
What you’ll enter
- Face value
- Coupon rate
- Yield to maturity
- Years to maturity
- Coupons per year
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The formula
Price = Σ C ÷ (1 + y)ᵗ + Face ÷ (1 + y)ⁿ
When yields rise, prices fall. Modified duration estimates the percentage price change for a 1-point change in yield.