datos Semestral

VN $ 100,000,000
Maturiti 10 años 10*2
TC 18% anual efectiva (1+0,18)^1/2
C $ 8,630,000 semestrales
TIR 15% anual efectiva 0.0015 (1+0,15)^1/2

VP 100,000,000 + 8,630,000 *
(1+0,0724)^20 0,0724*(1+0,0724)^20

Periodos Cupón VN CF VA
0.5 $ 8,630,000 $ 8,630,000 $ 8,047,516
1 $ 8,630,000 $ 8,630,000 $ 7,504,348
1.5 $ 8,630,000 $ 8,630,000 $ 6,997,840
2 $ 8,630,000 $ 8,630,000 $ 6,525,520
2.5 $ 8,630,000 $ 8,630,000 $ 6,085,079
3 $ 8,630,000 $ 8,630,000 $ 5,674,365
3.5 $ 8,630,000 $ 8,630,000 $ 5,291,373
4 $ 8,630,000 $ 8,630,000 $ 4,934,231
4.5 $ 8,630,000 $ 8,630,000 $ 4,601,194
5 $ 8,630,000 $ 8,630,000 $ 4,290,635
5.5 $ 8,630,000 $ 8,630,000 $ 4,001,038
6 $ 8,630,000 $ 8,630,000 $ 3,730,987
6.5 $ 8,630,000 $ 8,630,000 $ 3,479,163
7 $ 8,630,000 $ 8,630,000 $ 3,244,337
7.5 $ 8,630,000 $ 8,630,000 $ 3,025,360
8 $ 8,630,000 $ 8,630,000 $ 2,821,162
8.5 $ 8,630,000 $ 8,630,000 $ 2,630,747
9 $ 8,630,000 $ 8,630,000 $ 2,453,185
9.5 $ 8,630,000 $ 8,630,000 $ 2,287,606
10 $ 8,630,000 $ 100,000,000 $ 108,630,000 $ 26,851,675
$ 114,477,361

Precio del bono $ 114,477,361 Sobre la par 114.48%

duration $ 617,392,040 5.39 años

$ 114,477,361

Duration modificada 5.39 4.69 veces

(1+0,15)
 = 20
-1 = 0.0863 8.63

-1 = 0.0724 7.24

(1+0,0724)^1 -1 $ 114,454,945 valor sobre la par

0,0724*(1+0,0724)^20

VA*T VA*T(t+1)
$ 4,023,758 $ 6,035,637
$ 7,504,348 $ 15,008,696
$ 10,496,761 $ 26,241,902
$ 13,051,040 $ 39,153,119
$ 15,212,697 $ 53,244,438
$ 17,023,095 $ 68,092,381
$ 18,519,805 $ 83,339,120
$ 19,736,922 $ 98,684,610
$ 20,705,372 $ 113,879,543
$ 21,453,176 $ 128,719,057
$ 22,005,709 $ 143,037,108
$ 22,385,923 $ 156,701,460
$ 22,614,562 $ 169,609,219
$ 22,710,357 $ 181,682,853
$ 22,690,196 $ 192,866,670
$ 22,569,298 $ 203,123,686
$ 22,361,353 $ 212,432,854
$ 22,078,662 $ 220,786,615
$ 21,732,261 $ 228,188,743
$ 268,516,746 $ 2,953,684,209
$ 617,392,040 $ 5,294,511,921