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Bond Processing Pipeline and Functions

Functions for calculating Bond YTM, Bond Duration, Bond Convexity, Bond Price without any assumptions.

In bonds, the first payment period is usually shorter than the remaining periods. The above calculations can also be made by assuming that this is equal, but for the exact result, each must be included in the process as in real life, although this increases the amount of processing and code, but allows us to get more realistic results.

A pipeline used to calculate the payouts and profits of different bonds as a time series.

YTM Formula Duration-Formula (1) Modified-Duration-1 graph Convexity-Formula

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A pipeline used to calculate the payouts and profits of different bonds as a time series

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