AKK Zrt.
Saturday,20.09.2014
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Bond Calculator
Security Type Date --
Convention Duration 0.0083 Mod. Duration 0
Yield (%)
Clean Price (%)
Accrued Interest (%) 0
Gross Price (%)
Face Value
Net Price
Accrued Interest
Settlement Money
Calculator
IMPORTANT NOTICE The online Calculator has bugs in two known cases: 1) in the ex coupon period of bonds, 2) in case of long coupon bonds. We work to solve these issues asap.
 
Date: settlement date; minimum value: 01-01-2003; the date on which securities must be delivered and paid for to complete a transaction
Type: DKJ - discount treasury bills, KTV - treasury bonds
Convention: calculation method: ISMA (Act/Act) or EHM (Act/365 No Leap)
Security: T-Bond or T-Bill denominated in HUF
Duration: the weighted average maturity of the security's cash flows
Mod. Duration: the percentage price change of a  security for a given change in yield
Yield %: yield to maturity, the percentage rate of return paid if the security is held to its maturity date
Clean Price%: net present value of selected security, if it is not the input field, then = gross price% - acc. interest% 
Acc. Interest%: the amount of interest accumulated but not paid between the issue date or most recent payment and the settlement date
Gross Price%: present value of selected security, if it is not the input field, then = clean price% + acc. interest% 
Face Value: optional positive integer value, Net Price, Acc. Ineterst and Gross Price will be recalculated
Net Price: Clean Price% * face value
Acc. Interest: Acc. Interest% * face value 
Gross Price: Gross Price% * face value
Government Debt Management Agency Private Company Limited by Shares  H-1027 Budapest, Csalogány utca 9-11.