Bond Mathematics

Indian Bond Market

This course covers the essential bond mathematics including:

• Simple Fixed Deposit : Maturity value & yield calculation

• Various Day Count Basis convention

• Concepts of Present & Future Value

• Zero Coupon Bong Pricing & Yield Calculations

• Fixed Income Bond Pricing & YTM Calculations

• Accrued Interest, Clean Price & Dirty Price

• Bond Delta (PV01 / DV01) & Bond Durations (Modified and Macualay)

• Bond Convexity

This course provides foundation for understanding bond markets in any part of the world.

This modules is specifically designed for Indian Bond Marktes. It looks at

* CRR & SLR

* Various Money Market Instruments like T Bill, CP, CBLO etc

* Indian Government Bond Markets

* Repo Transactions

* Bond Auction Mechanism

Suitable for :Intermediate to Advanced Users

Bond Futures