Combining duration and convexity
Now let's combine everything you have learned in the last few chapters by using both duration and convexity to predict bond price changes. Take a 7 year bond that pays an annual coupon of 3% and has a yield to maturity of 4%.
numpy_financial has already been imported for you as npf.
Latihan ini adalah bagian dari kursus
Bond Valuation and Analysis in Python
Latihan interaktif praktis
Cobalah latihan ini dengan menyelesaikan kode contoh berikut.
# Find the price of 7 year bond with 3% coupon and 4% yield, shift yields and reprice
price = ____
price_up = ____
price_down = ____