Free Derivative Pricer

VALUE OF A COUPON BOND Bond Nominal Value Annual Coupon Rate Coupon Frequency Time to Maturity Risk Free Spot Rates for Closest Maturities Applicable Swap Spread The risk free spot rates are annual rates applicable to zero-coupon government bonds. In order to properly interpolate the rate matching the maturity of the subject coupon bond, please enter annual zero rates for two maturities: left field - the spot rate for the longest maturity less than the maturity of the subject coupon bond, and the right field - the spot rate for the shortest maturity that is more than the maturity of the subject bond. i.e. for bond with the maturity of 3.67 years, in the left field enter 3-year spot rate, and in the right field - 4-year spot rate. 1 2 4