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JerBouma committed Apr 22, 2024
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Expand Up @@ -2569,7 +2569,24 @@ The bond statistics contains a variety of different metrics to evaluate a bond.
- **DV01:** The dollar value of a 0.01% change in yield to maturity.
- **Convexity:** The second derivative of the bond price with respect to the yield to maturity.

It gives a complete overview of the bond's performance. Find the documentation [here](https://www.jeroenbouma.com/projects/financetoolkit/docs/fixedincome#get_bond_statistics).
It gives a complete overview of the bond's performance. Find the documentation [here](https://www.jeroenbouma.com/projects/financetoolkit/docs/fixedincome#get_bond_statistics) and an example below:

| | Bond |
|:--------------------|---------:|
| Par Value | 100 |
| Coupon Rate | 0.05 |
| Years to Maturity | 5 |
| Yield to Maturity | 0.08 |
| Frequency | 1 |
| Present Value | 88.0219 |
| Current Yield | 0.0568 |
| Effective Yield | 0.05 |
| Macaulay's Duration | 4.5116 |
| Modified Duration | 4.1774 |
| Effective Duration | 4.0677 |
| Dollar Duration | 3.677 |
| DV01 | 0.0004 |
| Convexity | 22.4017 |

> **Present Value**
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