diff --git a/README.md b/README.md index d1e56a2..5496ef2 100644 --- a/README.md +++ b/README.md @@ -2571,22 +2571,22 @@ The bond statistics contains a variety of different metrics to evaluate a bond. It gives a complete overview of the bond's performance. Find the documentation [here](https://www.jeroenbouma.com/projects/financetoolkit/docs/fixedincome#get_bond_statistics) and an example below which shows the bond statistics for three different bonds. -| | Bond 1 | Bond 2 | Bond 3 | -|:--------------------|---------:|---------:|---------:| -| Par Value | 100 | 250 | 50 | -| Coupon Rate | 0.05 | 0.02 | 0.075 | -| Years to Maturity | 5 | 10 | 2 | -| Yield to Maturity | 0.08 | 0.021 | 0.03 | -| Frequency | 1 | 1 | 4 | -| Present Value | 88.0219 | 247.766 | 54.3518 | -| Current Yield | 0.0568 | 0.0202 | 0.069 | -| Effective Yield | 0.05 | 0.02 | 0.0771 | -| Macaulay's Duration | 4.5116 | 9.1576 | 1.8849 | -| Modified Duration | 4.1774 | 8.9693 | 1.8709 | -| Effective Duration | 4.0677 | 8.5181 | 1.8477 | -| Dollar Duration | 3.677 | 22.2228 | 1.0168 | -| DV01 | 0.0004 | 0.0022 | 0 | -| Convexity | 22.4017 | 93.7509 | 4.0849 | +| | Bond 1 | Bond 2 | Bond 3 | Bond 4 | Bond 5 | Bond 6 | +|:--------------------|---------:|---------:|---------:|----------:|---------:|---------:| +| Par Value | 100 | 250 | 50 | 1000 | 85 | 320 | +| Coupon Rate | 0.05 | 0.02 | 0.075 | 0 | 0.15 | 0.015 | +| Years to Maturity | 5 | 10 | 2 | 10 | 3 | 1 | +| Yield to Maturity | 0.08 | 0.021 | 0.03 | 0 | 0.16 | 0.04 | +| Frequency | 1 | 1 | 4 | 1 | 2 | 12 | +| Present Value | 88.0219 | 247.766 | 54.3518 | 1000 | 83.0353 | 312.171 | +| Current Yield | 0.0568 | 0.0202 | 0.069 | 0 | 0.1535 | 0.0154 | +| Effective Yield | 0.05 | 0.02 | 0.0771 | 0 | 0.1556 | 0.0151 | +| Macaulay's Duration | 4.5116 | 9.1576 | 1.8849 | 10 | 2.5667 | 0.9932 | +| Modified Duration | 4.1774 | 8.9693 | 1.8709 | 10 | 2.3766 | 0.9899 | +| Effective Duration | 4.0677 | 8.5181 | 1.8477 | 9.4713 | 2.2952 | 0.9844 | +| Dollar Duration | 3.677 | 22.2228 | 1.0168 | 100 | 1.9734 | 3.0902 | +| DV01 | 0.0004 | 0.0022 | 0 | 0.01 | 0.0001 | 0 | +| Convexity | 22.4017 | 93.7509 | 4.0849 | 110 | 7.0923 | 1.0662 | > **Present Value**