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Price/Yield Calculator

While viewing a security or your portfolio, you can access the Price/Yield calculator. The calculator will auto-populate some fields based on the security or portfolio you are viewing.

The P/Y page calculates either price based on expected yield, or expected yield based on price. Yields can be either bond-equivalent or mortgage yields.

You can also go directly to the Price/Yield calculator from the Analytics page and enter the parameters for the calculation.

Freddie Mac Pool 170174

Select a Different Security Back to Pool Detail Information
Factor and Other History Analytics Geographic Distribution Origination Year Distribution Quartiles and other Loan Distributions Lockup Information

Price / Yield Calculator

FHL30 LEV Coupon: %
360 (Optional)
OR %

Price / Yield Calculated Values

Flat (Quoted) Price102.125000
Accrued Interest0.27778
Full Price102.402775
Bond-Equivalent Yield-8.4508
Mortgage Yield-8.6035
WAL (Weighted-Average Life)0.21 Years
Duration0.21 Years
YV32 (Yield value of a price change of 1/32)14.81 BP
DV01 (Dollar Value of yield change of 0.01%)$ 0.00211

Bond-Equivalent Yield Matrix

Prepayment Rate (CPR)
Price6.0% 8.0% 10.0% 12.0% 14.0%

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