https://github.com/goldwasserexchange/bond-calculator

Yield and price calculations for bonds
https://github.com/goldwasserexchange/bond-calculator

bond finance price yield

Last synced: about 1 month ago
JSON representation

Yield and price calculations for bonds

• Host: GitHub
• URL: https://github.com/goldwasserexchange/bond-calculator
• Owner: goldwasserexchange
• License: mit
• Created: 2016-12-26T14:27:40.000Z (about 8 years ago)
• Default Branch: master
• Last Pushed: 2023-01-12T05:06:47.000Z (almost 2 years ago)
• Last Synced: 2024-11-16T05:24:38.208Z (about 2 months ago)
• Topics: bond, finance, price, yield
• Language: JavaScript
• Homepage:
• Size: 682 KB
• Stars: 17
• Watchers: 6
• Forks: 9
• Open Issues: 15
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

Awesome Lists containing this project

README

        
# Bond calculator

[![npm version](https://badge.fury.io/js/bond-calculator.svg)](https://badge.fury.io/js/bond-calculator)

[![Build Status](https://travis-ci.org/goldwasserexchange/bond-calculator.svg?branch=master)](https://travis-ci.org/goldwasserexchange/bond-calculator)

[![Coverage Status](https://coveralls.io/repos/github/goldwasserexchange/bond-calculator/badge.svg?branch=master)](https://coveralls.io/github/goldwasserexchange/bond-calculator?branch=master)

[![Greenkeeper badge](https://badges.greenkeeper.io/goldwasserexchange/bond-calculator.svg)](https://greenkeeper.io/)

Yield and price calculations for bonds.

Gives the same results as Excel [YIELD](https://support.office.com/en-US/article/YIELD-function-F5F5CA43-C4BD-434F-8BD2-ED3C9727A4FE) and [PRICE](https://support.office.com/en-us/article/PRICE-function-3ea9deac-8dfa-436f-a7c8-17ea02c21b0a) functions.

The following day count conventions are supported:

* 30U/360

* ACTUAL/ACTUAL

* ACTUAL/360

* ACTUAL/365

* 30E/360

More info about day count conventions can be found on [Wikipedia](https://en.wikipedia.org/wiki/Day_count_convention).

## Installation

```

npm install --save bond-calculator

```

## Usage

```javascript

const bondCalculator = require('bond-calculator');

const bond = bondCalculator({

  settlement: '2016-12-26',

  maturity: '2023-01-17',

  rate: 0.02625, // 2.625%

  redemption: 100,

  frequency: 2, // 1=Annual, 2=Semiannual, 4=Quarterly

  convention: '30U/360',

});

// Calculate yield for a given price

const yld = bond.yield(98); // 2.98817753210426%

// Calculate price for a given yield

const price = bond.price(0.025); // 100.69785390232649

```