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Bond Lab
Build: v0.16-fx-auto
Bond Lab
Quick pricing + risk sandbox (price→yield, UST+spread, DV01/CS01, stress, and curve points).
Tip: check the Quick Verdict below for a fast sanity check.
Notional and display currency match (FX = 1).
Inputs
Edit values and watch outputs update
Outputs
Saudi Arabia (Govt)
Quick verdict
Review inputs
- Moderate yield
- Moderate rate sensitivity
Heuristic summary — not investment advice. Based on yield, duration, and spread only.
Running Yieldi
5.1942%
Coupon / clean price
All-in Yield (active)i
4.6684%
Yield used for pricing
Dirty Price (model)i
105.6605
Per 100 par (dirty), priced using the selected model.
Accrued Interesti
2.6605
Per 100 par
Clean Price (model)i
103.0000
Dirty − accrued
Implied YTM (from Clean)i
4.6684%
Solves YTM to match Clean Price input.
Saves this bond setup to local storage so it appears on the Portfolio page.
Cashflow Schedule
Shows cashflows per 100 par and the corresponding USD amounts for the selected notional.
| # | Pay Date | Coupon (per 100) | Coupon Amount (USD) | Principal (per 100) | Principal Amount (USD) | Total (per 100) | Total Amount (USD) |
|---|---|---|---|---|---|---|---|
| 1 | Jan 13, 2025 | 2.6750 | $267,500 | 0.0000 | $0 | 2.6750 | $267,500 |
| 2 | Jul 13, 2025 | 2.6750 | $267,500 | 0.0000 | $0 | 2.6750 | $267,500 |
| 3 | Jan 13, 2026 | 2.6750 | $267,500 | 0.0000 | $0 | 2.6750 | $267,500 |
| 4 | Jul 13, 2026 | 2.6750 | $267,500 | 0.0000 | $0 | 2.6750 | $267,500 |
| 5 | Jan 13, 2027 | 2.6750 | $267,500 | 0.0000 | $0 | 2.6750 | $267,500 |
| 6 | Jul 13, 2027 | 2.6750 | $267,500 | 0.0000 | $0 | 2.6750 | $267,500 |
| 7 | Jan 13, 2028 | 2.6750 | $267,500 | 0.0000 | $0 | 2.6750 | $267,500 |
| 8 | Jul 13, 2028 | 2.6750 | $267,500 | 0.0000 | $0 | 2.6750 | $267,500 |
| 9 | Jan 13, 2029 | 2.6750 | $267,500 | 0.0000 | $0 | 2.6750 | $267,500 |
| 10 | Jul 13, 2029 | 2.6750 | $267,500 | 0.0000 | $0 | 2.6750 | $267,500 |
| 11 | Jan 13, 2030 | 2.6750 | $267,500 | 0.0000 | $0 | 2.6750 | $267,500 |
| 12 | Jul 13, 2030 | 2.6750 | $267,500 | 0.0000 | $0 | 2.6750 | $267,500 |
| 13 | Jan 13, 2031 | 2.6750 | $267,500 | 100.0000 | $10,000,000 | 102.6750 | $10,267,500 |
Charts
Simple mode hides charts. Switch to Advanced to view sensitivity charts.
Stress Test
Simple mode hides the stress table. Switch to Advanced to run shock scenarios.