A five-year bond after a 100-basis-point yield rise
Reconcile a $956.24 starting value, a $914.70 repriced value and two duration approximations using an explicit coupon schedule.
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Worked bond examples
Retain the inputs, follow the cash flows and reconcile the result.
A ten-year zero-coupon bond and the cost of waiting
Trace a single future payment, a 10-year Macaulay duration and the limits of a local yield-shock estimate.
Open the calculationA 75-basis-point spread assumption without a default model
Use exact repricing to isolate a hypothetical yield change while keeping spread, default risk and market execution separate.
Open the calculationA three-rung ladder: payments, present value and scenario loss
Reconcile $30,000 of face value, $7,600 of scheduled coupons and maturity-specific yield shocks without assuming reinvestment.
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