久期计算器
2021-03-10
来源:好走旅游网
票面利率久期面值1001.00%1.10%1.20%1.30%1.40%1.50%1.60%1.70%1.80%1.90%2.00%2.10%2.20%2.30%2.40%2.50%2.60%2.70%2.80%2.90%3.00%3.10%3.20%3.30%3.40%3.50%3.60%3.70%3.80%3.90%4.00%4.10%4.20%4.30%4.40%4.50%4.60%4.70%4.80%4.90%5.00%5.10%5.20%5.30%5.40%5.50%5.60%5.70%5.80%5.90%6.00%6.10%6.20%19.48年付息次数119.01期限3018.59到期收益率0.0818.2017.8517.5317.2316.9616.7116.4716.2616.0515.8615.6815.5215.3615.2115.0714.9414.8114.6914.5814.4714.3714.2714.1814.0914.0113.9213.8513.7713.7013.6313.5613.5013.4413.3813.3213.2713.2113.1613.1113.0613.0212.9712.9312.8912.8512.8112.7712.7312.6912.66票面利率与久期关系图25.00 20.00 久15.00 期10.00 5.00 0.00 0.00%5.00%10.00%15.00%票面利率6.30%6.40%6.50%6.60%6.70%6.80%6.90%7.00%7.10%7.20%7.30%7.40%7.50%7.60%7.70%7.80%7.90%8.00%8.10%8.20%8.30%8.40%8.50%8.60%8.70%8.80%8.90%9.00%9.10%9.20%9.30%9.40%9.50%9.60%9.70%9.80%9.90%10.00%10.10%10.20%10.30%10.40%10.50%10.60%10.70%10.80%10.90%11.00%11.10%11.20%11.30%11.40%11.50%11.60%12.6212.5912.5612.5312.5012.4712.4412.4112.3812.3512.3312.3012.2812.2512.2312.2012.1812.1612.1412.1212.0912.0712.0512.0312.0112.0011.9811.9611.9411.9211.9111.8911.8711.8611.8411.8311.8111.8011.7811.7711.7511.7411.7311.7111.7011.6911.6711.6611.6511.6411.6311.6111.6011.59
11.70%11.80%11.90%12.00%12.10%12.20%12.30%12.40%12.50%12.60%12.70%12.80%12.90%13.00%13.10%13.20%13.30%13.40%13.50%13.60%13.70%13.80%13.90%14.00%14.10%14.20%14.30%14.40%14.50%14.60%14.70%14.80%14.90%15.00%11.5811.5711.5611.5511.5411.5311.5211.5111.5011.4911.4811.4711.4611.4511.4411.4311.4211.4111.4111.4011.3911.3811.3711.3611.3611.3511.3411.3311.3311.3211.3111.3011.3011.29图久期20.00%