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"Master data" area in the Bond Calculator

To analyse a security, the widget provides the following fields in the "Master data" area:

Field

Description

Value date

Specify the value date (date when a posted transaction is valued) in this date field. Just click in the field to open the integrated calendar and select the date.

With the buttons, you set the value date 2 or 3 trading days after today's date and directly recalculate the data. Click the same button again to reset the date to the current date.
By default, the corresponding value date is calculated starting from the current date.

The return can also be recalculated retrospectively after selecting a date using the integrated calendar.

Nominal interest rate in %

Enter the nominal interest rate (coupon) in percent.

Issue date

Enter the issue date manually in this date field or open the integrated calendar by clicking on the field and select the date.

First coupon date

Enter the date of the first coupon payment manually in this date field or open the integrated calendar by clicking on the field and select the coupon date there.

If you enter a date that doesn't make sense in this context, the Bond Calculator will display a warning symbol.

Last coupon date

Enter the date of the last coupon payment into this date field manually or open the menu by clicking on the field and select a coupon date.

Maturity date

Enter the maturity date manually in this date field or open the integrated calendar by clicking on the field and select the date.

If you enter a date that doesn't make sense in this context, the Bond Calculator will display a warning symbol.

Redemption price

Enter the redemption price.

Coupon frequency

Select the relevant coupon frequency from the drop-down list:

  • Monthly
  • Annually
  • Semi-annually
  • 3 times per year
  • Quarterly

Day count convention

Select the date count convention from this drop-down list:

  • ISMA ACT/ACT (default)
  • German 30/360
  • German 30/365
  • French 30/360
  • French 30/365
  • English ACT/365/366
  • ISDA ACT/365/366

Tax rate in %

Enter the investor's personal tax rate in percent. This is necessary to calculate the net profit.

Nominal amount in currency

Enter the nominal amount of the bond.

Day count convention

Select the yield calculation method from this drop-down list:

  • ISMA (International Securities Market Association) (default)
  • Moosmüller & Knauf
  • US SIA (Securities Industry Association)
  • US Treasury

"Calculate" button

Recalculates the scenario to apply your changes.

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