T thisisnick New member Joined Jun 18, 2026 Messages 0 Reaction score 0 Jan 15, 2016 #1 Hi guys, I hope my question makes sense. From where do you calculate a bond’s duration, it’s full price or flat price?
Hi guys, I hope my question makes sense. From where do you calculate a bond’s duration, it’s full price or flat price?
S S2000magician New member Joined Jun 18, 2026 Messages 0 Reaction score 0 Jan 15, 2016 #2 Full price. For the exam, they’ll always ask you to calculate duration and convexity on a coupon date, so the distinction won’t matter.
Full price. For the exam, they’ll always ask you to calculate duration and convexity on a coupon date, so the distinction won’t matter.
T thisisnick New member Joined Jun 18, 2026 Messages 0 Reaction score 0 Jan 15, 2016 Thread starter #3 Great, thanks! I sat for last December’s exam and all I can say is that candidates should keep in mind those minute details on their readings. haha
Great, thanks! I sat for last December’s exam and all I can say is that candidates should keep in mind those minute details on their readings. haha
S S2000magician New member Joined Jun 18, 2026 Messages 0 Reaction score 0 Jan 15, 2016 #4 My pleasure.