Kalkulator Harga Obligasi & YTM

Alat praktisi untuk analisis pendapatan tetap. Obligasi bullet vanila: pecahkan harga atau imbal hasil, ditambah durasi, konveksitas, dan analisis kejut ±bp. Terhubung ke kurva yield negara secara live.

Kalkulator Pricing Obligasi & YTM

Bullet bond plain-vanilla. Selesaikan harga atau yield. Duration, convexity, dan analisis shock ±bp.

Nilai nominal ($)

Tingkat kupon (%)

Jatuh tempo (tahun)

Yield pasar (%)

Frekuensi

Harga Obligasi

Durasi Macaulay

tahun (tertimbang cash flow)

Durasi Termodifikasi

tahun (sensitivitas harga)

Konveksitas

kelengkungan orde-2

Kurva Harga-Yield

Saat ini: 6.00% → -

A bond is just a series of fixed cash flows. Its price is the present value of those cash flows, discounted at the right interest rate. Yield to maturity is the single discount rate that makes the present value of cash flows equal to the market price - the bond's IRR.

Setiap Lab didasarkan pada matematika buku teks standar (Bodie / Kane / Marcus, Fabozzi, Tandelilin). Read the full methodology in the How It Works panel above.