CALCULATOR

Short Dated Maturity

The following calculator is the most basic calculator for calculating interest and maturity amount. It assumes that investment period of no longer than a year with no interim interest. An investment period of more than a year will generate an error. 'Actual/Actual' convention is not supported in the calculator despite being provided in the 'Convention' dropdown. For our purpose 'Actual/Actual' refers to 'Actual/Actual ICMA' and it is meant for coupon bearing bonds, hence the coverage exclusion from the calculator.

To calculate multiple values, user are advised to used the table below instead. 'Add Row' to start entering the required information. Once all the required information and entered and valid, the calculated columns will be filled with values. At the end of the each row, the is an X button. Click the X button if you wish to delete the relevant row.

The table is too simplified but useful to compare the values across various data input. However, it may be implemented in other parts of our calculators to revalue portfolios that user input, including the risk sensitivities.



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