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MOCHILAB / AI SKILL
Bond Yield and Duration Lab
Price plain fixed-coupon bonds and solve nominal YTM, duration, convexity and rate-shock repricing.
What it does
Price plain fixed-coupon bonds and solve nominal YTM, duration, convexity and rate-shock repricing.
- Discount remaining coupon cash flows
- Solve nominal YTM from dirty price
- Macaulay and modified duration plus convexity
- Exact versus approximated yield-shock repricing
Try saying
Use my supplied records to price plain fixed-coupon bonds and solve nominal YTM, duration, convexity and rate-shock repricing.
Export a reproducible report with the assumptions, key metrics and detailed CSV. Ask me for missing facts first.
Calculation scope
Equally spaced plain fixed-coupon remaining cash flows are valued at a coupon-date boundary. market_dirty_price includes accrued interest, not a clean quote. Yield is nominal annual divided by payments_per_year; remaining_periods counts coupon periods, not years. Callable, floating-rate, defaulted and irregular-period instruments are excluded.
Deliverables and runtime
Includes executable Python 3.10+ standard-library calculations, independent numerical tests, fictional examples and an input reference. Supported flat collections accept CSV. No extra market-data key is needed. Files stay in the active assistant workspace, with input and output hashes. Analysis only; no account access or automatic trading.
References