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D x yield chg in decimal
%chg bond price/yield chg in decimal
[1+(semiannual pay YTM/s)]^2 -1
yield on higher yield bond-yield on lower yield bond
duration x .0001 x bond value
subject bond yield/yield on benchmark bond
taxable yield (1-t)
(bond price when yields fall - bond price when yields rise)/(2 x initial price x decimal chg in YTM)
1f2= ((1+s3)^3)/((1+s2)2) -1
Option free bond-value of call
absolute yield spread/yield on benchmark bond
w1d1+w2d2...
(stated cpn rate/2) x inflation adj par value
clean price+ accrued interest
intrinsic value+time value
S3=[(1+1f0)(1+1f1)(1+1f2)]^1/3 -1
(taxfree yield)/(1-t)
sqrt(1+annual pay YTM)x2
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