Fmi Assignment2

Duration
Maturity (Number of years)

Zero coupon Bond
Bond at PAR (C = YTM)
Bond at Premium (C > YTM)
Bond at Discount (C < YTM)
1
3
5
10
15
20
1
3
5
10
15
20
0.9808 2.7259 4.2177 7.0670 8.9919 10.2922
0.9764 2.6745 4.0954 6.7724 8.5970
9.8703
0.9853 2.7831 4.3615 7.4543 9.5518 10.9225
-1
25
50
75
100
25
50
75
100
11.0356 12.7426 12.9638 12.9949
10.7703 12.5945 12.9292 12.9881
11.7903 12.9869 13.0213 13.0063
Zero coupon Bond

120
14.0000
100
12.0000
10.0000
80
60
Zero coupon Bond
40
20
0
0
50
100
150

14.0000
14.0000
12.0000
12.0000
10.0000
10.0000
8.0000
Bond at Premium (C >
YTM)
6.0000
4.0000
2.0000
0.0000
0
120
100
80
60
50
100
150
60
40
20
0
0
20
40
60
80

14.0000
12.0000
10.0000
8.0000
6.0000
4.0000
2.0000
0.0000
0
50
100
150

14.0000
12.0000
10.0000
8.0000
Bond at Discount (C <
YTM)
6.0000
4.0000
2.0000
0.0000
0
50
100
150
Zero coupon Bond


100
120
1 year
YTM
8%
100
zero Coupon
Time Cash flow
Discount factor Present value of cash flow
weightage weightage *time
1
0
0.9615
0.00
0%
0
2
100
0.9246
92.46
100%
2
92.46
2
MAC D
-1
100
PAR bond
Time Cash flow
1
2
Coupon rate
8%
4
0.9615
3.846153846
4%
0.038461538
104
0.9246
96.15384615
96%
1.923076923
100
1.961538462
-0.980769231
100
Premium bond Coupon rate

10%
Time Cash flow
1
5
0.9615
4.807692308
5%
0.047186933
2
105
0.9246
97.07840237
95%
1.905626134
101.8860947
1.952813067
-0.976406534
100
Discount bond Coupon rate

6%
Time Cash flow
1
3
0.9615
2.884615385
3%
0.029400678
2
103
0.9246
95.22928994
97%
1.941198643
98.11390533
1.970599322
-0.985299661
3 year
YTM
8%
100
zero Coupon
Time Cash flow
weightage
1
0
0.9615
0.00
0%
2
0
0.9246
0.00
0%
3
0
0.8890
0.00
0%
4
0
0.8548
0.00
0%
5
0
0.8219
0.00
0%
6
100
0.7903
79.03
100%
79.03
100
PAR bond
Time Cash flow
1
2
3
4
5
6
Coupon rate
Discount factor
4
4
4
4
4
104
0.9246
0.8890
0.8548
0.8219
0.7903
8%
Present value of cash flow
weightage
3.85
4%
3.70
4%
3.56
4%
3.42
3%
3.29
3%
82.19
82%
100.00
100

10%
Time Cash flow
weightage
1
5
0.9615
4.807692308
5%
2
5
0.9246
4.622781065
4%
3
5
0.8890
4.444981793
4%
4
5
0.8548
4.274020955
4%
5
5
0.8219
4.109635534
4%
6
105
0.7903
82.9830252
79%
105.24
100
Discount bond Coupon rate

6%
Time Cash flow
weightage
1
3
0.9615
2.884615385
3%
2
3
0.9246
2.773668639
3%
3
3
0.8890
2.666989076
3%
4
3
0.8548
2.564412573
3%
5
3
0.8219
2.46578132
3%
6
103
0.7903
81.40239615
86%
94.76
weightage *time
0
0
0
0
0
6
6
-3
weightage *time
0.038461538
0.073964497
0.106679563
0.136768671
0.164385421
4.931562641
5.451822331
-2.725911166
5 year
YTM
100
zero Coupon
Time Cash flow
1
0
0.9615
0.00
2
0
0.9246
0.00
3
0
0.8890
0.00
4
0
0.8548
0.00
5
0
0.8219
0.00
6
0
0.7903
0.00
7
0
0.7599
0.00
8
0
0.7307
0.00
9
0
0.7026
0.00
10
100
0.6756
67.56
67.56
100
weightage *time
0.0456822
0.087850384
0.126707285
0.162445237
0.195246679
4.730977212
5.348908995
-2.674454498
PAR bond
Time Cash flow
1
2
3
4
5
6
7
8
9
10
1
2
3
4
5
6
7
8
9
10
weightage *time
0.030441963
0.058542237
0.084435919
0.108251178
0.130109589
5.154341399
5.566122285
-2.783061142
100
4
4
4
4
4
4
4
4
4
104
5
5
5
5
5
5
5
5
5
105
Discount bond
Coupon rate
8%
0.9615
3.85
0.9246
3.70
0.8890
3.56
0.8548
3.42
0.8219
3.29
0.7903
3.16
0.7599
3.04
0.7307
2.92
0.7026
2.81
0.6756
70.26
100.00
0.9615
0.9246
0.8890
0.8548
0.8219
0.7903
0.7599
0.7307
0.7026
0.6756
Coupon rate
4.81
4.62
4.44
4.27
4.11
3.95
3.80
3.65
3.51
70.93
108.11
6%
Time Cash flow

1
2
3
4
5
6
7
8
9
10
3
3
3
3
3
3
3
3
3
103

0.9615
2.88
0.9246
2.77
0.8890
2.67
0.8548
2.56
0.8219
2.47
0.7903
2.37
0.7599
2.28
0.7307
2.19
0.7026
2.11
0.6756
69.58
91.89
8%
weightage
0%
0%
0%
0%
0%
0%
0%
0%
0%
100%
weightage
4%
4%
4%
3%
3%
3%
3%
3%
3%
70%
4%
4%
4%
4%
4%
4%
4%
3%
3%
66%
weightage *time
0
0
0
0
0
0
0
0
0
10
10
-5
weightage *time
0.038461538
0.073964497
0.106679563
0.136768671
0.164385421
0.189675486
0.212776988
0.233820866
0.252931225
7.025867356
8.435331611
-4.217665805
0.044470007
0.085519245
0.123345064
0.158134698
0.190065742
0.219306626
0.246017048
0.270348405
0.292444188
6.561247802
8.190898824
-4.095449412
10 year
100
zero Coupon
Time Cash flow
Discount factor
1
0
0.9615
2
0
0.9246
3
0
0.8890
4
0
0.8548
5
0
0.8219
6
0
0.7903
7
0
0.7599
8
0
0.7307
9
0
0.7026
10
0
0.6756
11
0
0.6496
12
0
0.6246
13
0
0.6006
14
0
0.5775
15
0
0.5553
16
0
0.5339
17
0
0.5134
18
0
0.4936
19
0
0.4746
20
100
0.4564
100
PAR bond
Time Cash flow
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
Coupon rate
Discount factor
0.9615
0.9246
0.8890
0.8548
0.8219
0.7903
0.7599
0.7307
0.7026
0.6756
0.6496
0.6246
0.6006
0.5775
0.5553
0.5339
0.5134
0.4936
0.4746
weightage
weightage *time
0.031392355
0.031392355
0.030184957
0.060369914
0.029023997
0.087071991
0.027907689
0.111630757
0.026834317
0.134171583
0.025802228
0.154813365
0.024809834
0.173668839
0.02385561
0.190844878
0.022938086
0.206442777
0.757250927
7.572509274
8.722915734
-4.361457867
20
104
0.4564
100

Time Cash flow
Discount factor
1
5
0.9615
2
5
0.9246
3
5
0.8890
4
5
0.8548
5
5
0.8219
6
5
0.7903
7
5
0.7599
8
5
0.7307
9
5
0.7026
10
5
0.6756
11
5
0.6496
12
5
0.6246
13
5
0.6006
14
5
0.5775
15
5
0.5553
16
5
0.5339
17
5
0.5134
18
5
0.4936
19
5
0.4746
20
105
0.4564
100
Discount bond
Time Cash flow
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
Coupon rate
Discount factor
0.9615
0.9246
0.8890
0.8548
0.8219
0.7903
0.7599
0.7307
0.7026
0.6756
0.6496
0.6246
0.6006
0.5775
0.5553
0.5339
0.5134
18
19
20
3
3
103
0.4936
0.4746
0.4564
YTM
8%

0.00
0%
0
0.00
0%
0
0.00
0%
0
0.00
0%
0
0.00
0%
0
0.00
0%
0
0.00
0%
0
0.00
0%
0
0.00
0%
0
0.00
0%
0
0.00
0%
0
0.00
0%
0
0.00
0%
0
0.00
0%
0
0.00
0%
0
0.00
0%
0
0.00
0%
0
0.00
0%
0
0.00
0%
0
45.64
100%
20
45.64
20
-10
8%
3.85
4%
0.038461538
3.70
4%
0.073964497
3.56
4%
0.106679563
3.42
3%
0.136768671
3.29
3%
0.164385421
3.16
3%
0.189675486
3.04
3%
0.212776988
2.92
3%
0.233820866
2.81
3%
0.252931225
2.70
3%
0.270225668
2.60
3%
0.28581561
2.50
2%
0.299806584
2.40
2%
0.312298525
2.31
2%
0.323386046
2.22
2%
0.333158702
2.14
2%
0.341701232
2.05
2%
0.349093807
1.97
2%
0.355412247
1.90
2%
0.360728242
15 year
100
zero Coupon
Time Cash flow
1
0
2
0
3
0
4
0
5
0
6
0
7
0
8
0
9
0
10
0
11
0
12
0
13
0
14
0
15
0
16
0
17
0
18
0
19
0
20
0
21
0
22
0
23
0
24
0
25
0
26
0
27
0
28
0
29
0
30
100
100
PAR bond
Time Cash flow
1
2
3
4
5
6
7
8
4
4
4
4
4
4
4
4
47.46
100.00
47%
9.492848481
14.1339394
-7.066969699
10%
4.81
4%
0.042324839
4.62
4%
0.081393922
4.44
4%
0.117395079
4.27
4%
0.150506512
4.11
4%
0.18089725
3.95
3%
0.208727596
3.80
3%
0.234149547
3.65
3%
0.257307195
3.51
3%
0.278337109
3.38
3%
0.297368707
3.25
3%
0.314524594
3.12
3%
0.329920902
3.00
3%
0.343667607
2.89
3%
0.355868824
2.78
2%
0.366623101
2.67
2%
0.376023693
2.57
2%
0.384158821
2.47
2%
0.391111922
2.37
2%
0.396961887
47.92
42%
8.437449014
113.59
13.54471812
-6.772359061
6%
2.88
3%
0.033383014
2.77
3%
0.064198105
2.67
3%
0.09259342
2.56
3%
0.118709513
2.47
3%
0.142679703
2.37
3%
0.164630427
2.28
3%
0.184681569
2.19
3%
0.202946779
2.11
2%
0.219533775
2.03
2%
0.234544631
1.95
2%
0.248076053
1.87
2%
0.260219636
1.80
2%
0.27106212
1.73
2%
0.280685628
1.67
2%
0.289167886
1.60
2%
0.296582447
1.54
2%
0.302998894
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
100
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
104
Premium bond
Time Cash flow
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
1.48
1.42
47.01
86.41
2%
2%
54%
0.308483037
0.313097099
10.88022983
14.90850357
-7.454251784
20
21
22
23
24
25
26
27
28
29
30
100
5
5
5
5
5
5
5
5
5
5
105
Discount bond
Time Cash flow
1
3
2
3
3
3
4
3
5
3
6
3
7
3
8
3
9
3
10
3
11
3
12
3
13
3
14
3
15
3
16
3
17
3
18
3
19
3
20
3
21
3
22
3
23
3
24
3
25
3
26
3
27
3
28
3
29
3
30
103
400%
YTM
8%

weightage
0.9615
0.00
0.9246
0.00
0.8890
0.00
0.8548
0.00
0.8219
0.00
0.7903
0.00
0.7599
0.00
0.7307
0.00
0.7026
0.00
0.6756
0.00
0.6496
0.00
0.6246
0.00
0.6006
0.00
0.5775
0.00
0.5553
0.00
0.5339
0.00
0.5134
0.00
0.4936
0.00
0.4746
0.00
0.4564
0.00
0.4388
0.00
0.4220
0.00
0.4057
0.00
0.3901
0.00
0.3751
0.00
0.3607
0.00
0.3468
0.00
0.3335
0.00
0.3207
0.00
0.3083
30.83
30.83
Coupon rate
8%
0.9615
3.85
0.9246
3.70
0.8890
3.56
0.8548
3.42
0.8219
3.29
0.7903
3.16
0.7599
3.04
0.7307
2.92
weightage *time
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
30
30
-15
weightage
weightage *time
0.038461538
0.038461538
0.036982249
0.073964497
0.035559854
0.106679563
0.034192168
0.136768671
0.032877084
0.164385421
0.031612581
0.189675486
0.030396713
0.212776988
0.029227608
0.233820866
0.7026
0.6756
0.6496
0.6246
0.6006
0.5775
0.5553
0.5339
0.5134
0.4936
0.4746
0.4564
0.4388
0.4220
0.4057
0.3901
0.3751
0.3607
0.3468
0.3335
0.3207
0.3083
2.81
2.70
2.60
2.50
2.40
2.31
2.22
2.14
2.05
1.97
1.90
1.83
1.76
1.69
1.62
1.56
1.50
1.44
1.39
1.33
1.28
32.07
100.00
Coupon rate
10%
0.9615
4.81
0.9246
4.62
0.8890
4.44
0.8548
4.27
0.8219
4.11
0.7903
3.95
0.7599
3.80
0.7307
3.65
0.7026
3.51
0.6756
3.38
0.6496
3.25
0.6246
3.12
0.6006
3.00
0.5775
2.89
0.5553
2.78
0.5339
2.67
0.5134
2.57
0.4936
2.47
0.4746
2.37
0.028103469
0.027022567
0.025983237
0.024983882
0.024022963
0.023099003
0.02221058
0.021356327
0.02053493
0.019745125
0.018985697
0.018255478
0.017553344
0.016878215
0.016229053
0.015604859
0.015004672
0.014427569
0.013872663
0.013339099
0.012826057
0.320651415
0.252931225
0.270225668
0.28581561
0.299806584
0.312298525
0.323386046
0.333158702
0.341701232
0.349093807
0.355412247
0.360728242
0.365109557
0.368620226
0.37132074
0.373268227
0.374516615
0.375116802
0.375116802
0.374561896
0.373494768
0.371955641
9.619542441
17.98371463
-8.991857316
weightage
weightage *time
0.040989078
0.040989078
0.039412575
0.07882515
0.037896707
0.11369012
0.036439141
0.145756565
0.035037636
0.175188179
0.033690034
0.202140206
0.032394264
0.226759846
0.031148331
0.249186644
0.029950318
0.269552861
0.028798383
0.287983825
0.027690752
0.304598277
0.026625724
0.319508682
0.025601657
0.332821544
0.024616978
0.344637693
0.023670171
0.355052569
0.02275978
0.364156481
0.021884404
0.372034866
0.021042696
0.378768529
0.020233362
0.38443387
0.4564
0.4388
0.4220
0.4057
0.3901
0.3751
0.3607
0.3468
0.3335
0.3207
0.3083
2.28
2.19
2.11
2.03
1.95
1.88
1.80
1.73
1.67
1.60
32.37
117.29
Coupon rate
6%
0.9615
2.88
0.9246
2.77
0.8890
2.67
0.8548
2.56
0.8219
2.47
0.7903
2.37
0.7599
2.28
0.7307
2.19
0.7026
2.11
0.6756
2.03
0.6496
1.95
0.6246
1.87
0.6006
1.80
0.5775
1.73
0.5553
1.67
0.5339
1.60
0.5134
1.54
0.4936
1.48
0.4746
1.42
0.4564
1.37
0.4388
1.32
0.4220
1.27
0.4057
1.22
0.3901
1.17
0.3751
1.13
0.3607
1.08
0.3468
1.04
0.3335
1.00
0.3207
0.96
0.3083
31.76
82.71
0.019455155
0.01870688
0.017987385
0.017295562
0.016630348
0.01599072
0.015375692
0.014784319
0.014215691
0.013668934
0.276007323
0.389103107
0.392844483
0.395722465
0.397797932
0.39912836
0.399767989
0.399767989
0.399176616
0.398039361
0.396399089
8.280219694
17.19405207
-8.597026036
weightage
weightage *time
0.034877116
0.034877116
0.033535689
0.067071378
0.032245855
0.096737564
0.03100563
0.124022518
0.029813105
0.149065526
0.028666447
0.171998684
0.027563892
0.192947242
0.026503742
0.212029936
0.025484367
0.229359306
0.024504199
0.245041994
0.02356173
0.259179032
0.02265551
0.271866117
0.021784144
0.283193872
0.020946292
0.293248093
0.020140666
0.302109986
0.019366025
0.309856395
0.018621178
0.316560019
0.017904978
0.322289612
0.017216325
0.327110184
0.016554159
0.331083182
0.015917461
0.334266674
0.015305251
0.336715514
0.014716587
0.338481504
0.014150565
0.33961355
0.013606312
0.340157802
0.013082992
0.340157802
0.0125798
0.33965461
0.012095962
0.338686933
0.011630733
0.337291245
0.383963288
11.51889863
19.10357202
-9.55178601
20 year
YTM
8%
100
zero coupon
Time Cash flow
Discount factor Present value cash flow
weightage
1
0
0.961538462
0
0
2
0
0.924556213
0
0
3
0
0.888996359
0
0
4
0
0.854804191
0
0
5
0
0.821927107
0
0
6
0
0.790314526
0
0
7
0
0.759917813
0
0
8
0
0.730690205
0
0
9
0
0.702586736
0
0
10
0
0.675564169
0
0
11
0
0.649580932
0
0
12
0
0.62459705
0
0
13
0
0.600574086
0
0
14
0
0.577475083
0
0
15
0
0.555264503
0
0
16
0
0.533908176
0
0
17
0
0.513373246
0
0
18
0
0.493628121
0
0
19
0
0.474642424
0
0
20
0
0.456386946
0
0
21
0
0.438833602
0
0
22
0
0.421955387
0
0
23
0
0.405726333
0
0
24
0
0.390121474
0
0
25
0
0.375116802
0
0
26
0
0.360689233
0
0
27
0
0.34681657
0
0
28
0
0.333477471
0
0
29
0
0.320651415
0
0
30
0
0.308318668
0
0
31
0
0.296460258
0
0
32
0
0.28505794
0
0
33
0
0.274094173
0
0
34
0
0.26355209
0
0
35
0
0.253415471
0
0
36
0
0.243668722
0
0
37
0
0.234296848
0
0
38
0
0.225285431
0
0
39
0
0.216620606
0
0
40
100
0.208289045
20.82890447
1
20.82890447
100
100
PAR bond
Time Cash flow
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
104
Premium bond
Time Cash flow
coupon rate
8%
0.961538462
3.846153846
0.924556213
3.698224852
0.888996359
3.555985435
0.854804191
3.419216764
0.821927107
3.287708427
0.790314526
3.161258103
0.759917813
3.039671253
0.730690205
2.92276082
0.702586736
2.810346942
0.675564169
2.702256675
0.649580932
2.598323726
0.62459705
2.498388198
0.600574086
2.402296345
0.577475083
2.309900331
0.555264503
2.221058011
0.533908176
2.135632703
0.513373246
2.053492983
0.493628121
1.974512484
0.474642424
1.898569696
0.456386946
1.825547785
0.438833602
1.755334408
0.421955387
1.687821547
0.405726333
1.622905333
0.390121474
1.560485897
0.375116802
1.500467209
0.360689233
1.442756932
0.34681657
1.387266281
0.333477471
1.333909885
0.320651415
1.282605659
0.308318668
1.233274672
0.296460258
1.185841031
0.28505794
1.14023176
0.274094173
1.096376693
0.26355209
1.054208358
0.253415471
1.013661883
0.243668722
0.974674887
0.234296848
0.937187392
0.225285431
0.901141723
0.216620606
0.866482426
0.208289045
21.66206064
100
coupon rate
Discount factor
weightage
0.038461538
0.036982249
0.035559854
0.034192168
0.032877084
0.031612581
0.030396713
0.029227608
0.028103469
0.027022567
0.025983237
0.024983882
0.024022963
0.023099003
0.02221058
0.021356327
0.02053493
0.019745125
0.018985697
0.018255478
0.017553344
0.016878215
0.016229053
0.015604859
0.015004672
0.014427569
0.013872663
0.013339099
0.012826057
0.012332747
0.01185841
0.011402318
0.010963767
0.010542084
0.010136619
0.009746749
0.009371874
0.009011417
0.008664824
0.216620606
10%
Present value cash flow
weightage
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
100
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
105
0.961538462
0.924556213
0.888996359
0.854804191
0.821927107
0.790314526
0.759917813
0.730690205
0.702586736
0.675564169
0.649580932
0.62459705
0.600574086
0.577475083
0.555264503
0.533908176
0.513373246
0.493628121
0.474642424
0.456386946
0.438833602
0.421955387
0.405726333
0.390121474
0.375116802
0.360689233
0.34681657
0.333477471
0.320651415
0.308318668
0.296460258
0.28505794
0.274094173
0.26355209
0.253415471
0.243668722
0.234296848
0.225285431
0.216620606
0.208289045
4.807692308
4.622781065
4.444981793
4.274020955
4.109635534
3.951572629
3.799589066
3.653451025
3.512933678
3.377820844
3.247904658
3.122985248
3.002870431
2.887375414
2.776322514
2.669540878
2.566866229
2.468140605
2.37321212
2.281934731
2.194168011
2.109776933
2.028631667
1.950607372
1.875584011
1.803446165
1.734082851
1.667387356
1.603257073
1.54159334
1.482301288
1.4252897
1.370470866
1.317760448
1.267077354
1.218343609
1.17148424
1.126427154
1.083103032
21.87034969
119.7927739
0.040133408
0.038589816
0.037105592
0.035678454
0.034306206
0.032986736
0.031718016
0.030498092
0.029325088
0.0281972
0.027112693
0.026069897
0.025067208
0.024103085
0.023176043
0.022284657
0.021427555
0.020603418
0.019810979
0.019049018
0.018316364
0.017611888
0.016934508
0.016283181
0.015656904
0.015054716
0.014475688
0.013918931
0.013383588
0.012868834
0.012373879
0.011897961
0.011440347
0.011000333
0.010577244
0.010170427
0.009779256
0.009403131
0.009041472
0.182568188
Discount bond coupon rate

6%
Time Cash flow
weightage
1
3
0.961538462
2.884615385 0.035964532
2
3
0.924556213
2.773668639 0.034581281
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
103
0.888996359
0.854804191
0.821927107
0.790314526
0.759917813
0.730690205
0.702586736
0.675564169
0.649580932
0.62459705
0.600574086
0.577475083
0.555264503
0.533908176
0.513373246
0.493628121
0.474642424
0.456386946
0.438833602
0.421955387
0.405726333
0.390121474
0.375116802
0.360689233
0.34681657
0.333477471
0.320651415
0.308318668
0.296460258
0.28505794
0.274094173
0.26355209
0.253415471
0.243668722
0.234296848
0.225285431
0.216620606
0.208289045
2.666989076
2.564412573
2.46578132
2.370943577
2.27975344
2.192070615
2.107760207
2.026692506
1.948742795
1.873791149
1.801722258
1.732425248
1.665793508
1.601724527
1.540119738
1.480884363
1.423927272
1.369160839
1.316500806
1.26586616
1.217179
1.170364423
1.125350407
1.082067699
1.04044971
1.000432414
0.961954244
0.924956004
0.889380773
0.85517382
0.822282519
0.790656269
0.760246412
0.731006166
0.702890544
0.675856292
0.649861819
21.4537716
80.20722612
0.033251232
0.031972338
0.030742633
0.029560224
0.028423292
0.027330089
0.026278932
0.025268203
0.024296349
0.023361874
0.022463341
0.021599366
0.020768621
0.019969828
0.019201758
0.018463229
0.017753105
0.017070293
0.016413743
0.015782445
0.015175428
0.014591758
0.014030536
0.0134909
0.01297202
0.012473096
0.011993361
0.011532078
0.011088537
0.010662055
0.010251976
0.009857669
0.009478528
0.009113969
0.008763432
0.008426377
0.008102285
0.267479286
weightage *time
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
40
40
-20
25 year
100
zero coupon
Time Cash flow
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
YTM
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0.961538462
0.924556213
0.888996359
0.854804191
0.821927107
0.790314526
0.759917813
0.730690205
0.702586736
0.675564169
0.649580932
0.62459705
0.600574086
0.577475083
0.555264503
0.533908176
0.513373246
0.493628121
0.474642424
0.456386946
0.438833602
0.421955387
0.405726333
0.390121474
0.375116802
0.360689233
0.34681657
0.333477471
0.320651415
0.308318668
0.296460258
0.28505794
0.274094173
0.26355209
0.253415471
0.243668722
0.234296848
0.225285431
0.216620606
0.208289045
0.200277928
0.19257493
0.185168202
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
weightage *time
0.038461538
0.073964497
0.106679563
0.136768671
0.164385421
0.189675486
0.212776988
0.233820866
0.252931225
0.270225668
0.28581561
0.299806584
0.312298525
0.323386046
0.333158702
0.341701232
0.349093807
0.355412247
0.360728242
0.365109557
0.368620226
0.37132074
0.373268227
0.374516615
0.375116802
0.375116802
0.374561896
0.373494768
0.371955641
0.369982402
0.36761072
0.364874163
0.361804309
0.358430842
0.354781659
0.350882959
0.346759335
0.342433855
0.337928146
8.664824258
20.58448484
-10.29224242
weightage *time
44
45
46
47
48
49
50
100
PAR bond
Time Cash flow
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
0
0
0
0
0
0
100
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
0.178046348
0.171198412
0.164613858
0.158282555
0.152194765
0.14634112
0.140712615
0
0
0
0
0
0
14.07126153
14.07126153
coupon rate
8%
0.961538462
3.846153846
0.924556213
3.698224852
0.888996359
3.555985435
0.854804191
3.419216764
0.821927107
3.287708427
0.790314526
3.161258103
0.759917813
3.039671253
0.730690205
2.92276082
0.702586736
2.810346942
0.675564169
2.702256675
0.649580932
2.598323726
0.62459705
2.498388198
0.600574086
2.402296345
0.577475083
2.309900331
0.555264503
2.221058011
0.533908176
2.135632703
0.513373246
2.053492983
0.493628121
1.974512484
0.474642424
1.898569696
0.456386946
1.825547785
0.438833602
1.755334408
0.421955387
1.687821547
0.405726333
1.622905333
0.390121474
1.560485897
0.375116802
1.500467209
0.360689233
1.442756932
0.34681657
1.387266281
0.333477471
1.333909885
0.320651415
1.282605659
0.308318668
1.233274672
0.296460258
1.185841031
0.28505794
1.14023176
0.274094173
1.096376693
0.26355209
1.054208358
0.253415471
1.013661883
0.243668722
0.974674887
0.040133408
0.077179631
0.111316776
0.142713815
0.171531028
0.197920417
0.222026109
0.243984735
0.263925795
0.281972003
0.298239619
0.312838761
0.32587371
0.33744319
0.347640649
0.356554512
0.364268432
0.370861526
0.3764086
0.380980364
0.384643637
0.387461539
0.38949368
0.390796334
0.391422611
0.391422611
0.390843583
0.389730069
0.388124038
0.386065025
0.383590249
0.380734738
0.377531441
0.374011335
0.370203527
0.366135356
0.361832483
0.35731898
0.352617415
7.302727529
19.74051926
-9.870259631
weightage *time
0.035964532
0.069162562
37
38
39
40
41
42
43
44
45
46
47
48
49
50
100
4
4
4
4
4
4
4
4
4
4
4
4
4
104
Premium bond
Time Cash flow
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
0.234296848
0.225285431
0.216620606
0.208289045
0.200277928
0.19257493
0.185168202
0.178046348
0.171198412
0.164613858
0.158282555
0.152194765
0.14634112
0.140712615
0.937187392
0.901141723
0.866482426
0.833156179
0.80111171
0.770299721
0.740672809
0.712185393
0.684793647
0.65845543
0.633130221
0.608779059
0.58536448
14.63411199
100
coupon rate
10%
0.961538462
4.807692308
0.924556213
4.622781065
0.888996359
4.444981793
0.854804191
4.274020955
0.821927107
4.109635534
0.790314526
3.951572629
0.759917813
3.799589066
0.730690205
3.653451025
0.702586736
3.512933678
0.675564169
3.377820844
0.649580932
3.247904658
0.62459705
3.122985248
0.600574086
3.002870431
0.577475083
2.887375414
0.555264503
2.776322514
0.533908176
2.669540878
0.513373246
2.566866229
0.493628121
2.468140605
0.474642424
2.37321212
0.456386946
2.281934731
0.438833602
2.194168011
0.421955387
2.109776933
0.405726333
2.028631667
0.390121474
1.950607372
0.375116802
1.875584011
0.360689233
1.803446165
0.34681657
1.734082851
0.333477471
1.667387356
0.320651415
1.603257073
0.099753696
0.127889353
0.153713165
0.177361345
0.198963047
0.218640711
0.236510384
0.252682034
0.267259844
0.280342494
0.292023431
0.302391127
0.31152932
0.319517251
0.326429884
0.332338117
0.337308987
0.341405857
0.344688606
0.347213797
0.349034848
0.350202189
0.35076341
0.35076341
0.35024453
0.349246682
0.347807479
0.345962346
0.343744639
0.341185746
0.338315192
0.335160738
0.331748468
0.328102881
0.324246971
0.32020231
0.315989122
10.69917145
21.84498196
-10.92249098
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
100
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
105
Discount bond
Time Cash flow
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
0.308318668
0.296460258
0.28505794
0.274094173
0.26355209
0.253415471
0.243668722
0.234296848
0.225285431
0.216620606
0.208289045
0.200277928
0.19257493
0.185168202
0.178046348
0.171198412
0.164613858
0.158282555
0.152194765
0.14634112
0.140712615
1.54159334
1.482301288
1.4252897
1.370470866
1.317760448
1.267077354
1.218343609
1.17148424
1.126427154
1.083103032
1.041445223
1.001389638
0.962874652
0.925841011
0.890231742
0.855992059
0.823069288
0.791412777
0.760973824
0.7317056
14.77482461
121.4821846
coupon rate
6%
0.961538462
2.884615385
0.924556213
2.773668639
0.888996359
2.666989076
0.854804191
2.564412573
0.821927107
2.46578132
0.790314526
2.370943577
0.759917813
2.27975344
0.730690205
2.192070615
0.702586736
2.107760207
0.675564169
2.026692506
0.649580932
1.948742795
0.62459705
1.873791149
0.600574086
1.801722258
0.577475083
1.732425248
0.555264503
1.665793508
0.533908176
1.601724527
0.513373246
1.540119738
0.493628121
1.480884363
0.474642424
1.423927272
0.456386946
1.369160839
0.438833602
1.316500806
0.421955387
1.26586616
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
103
0.405726333
0.390121474
0.375116802
0.360689233
0.34681657
0.333477471
0.320651415
0.308318668
0.296460258
0.28505794
0.274094173
0.26355209
0.253415471
0.243668722
0.234296848
0.225285431
0.216620606
0.208289045
0.200277928
0.19257493
0.185168202
0.178046348
0.171198412
0.164613858
0.158282555
0.152194765
0.14634112
0.140712615
1.217179
1.170364423
1.125350407
1.082067699
1.04044971
1.000432414
0.961954244
0.924956004
0.889380773
0.85517382
0.822282519
0.790656269
0.760246412
0.731006166
0.702890544
0.675856292
0.649861819
0.624867134
0.600833783
0.577724791
0.555504607
0.534139045
0.513595236
0.493841573
0.474847666
0.456584294
0.43902336
14.49339938
78.51781538
8%
weightage
weightage *time
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
50 year
100
zero coupon
Time Cash flow
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Discount factor
0.961538462
0.924556213
0.888996359
0.854804191
0.821927107
0.790314526
0.759917813
0.730690205
0.702586736
0.675564169
0.649580932
0.62459705
0.600574086
0.577475083
0.555264503
0.533908176
0.513373246
0.493628121
0.474642424
0.456386946
0.438833602
0.421955387
0.405726333
0.390121474
0.375116802
0.360689233
0.34681657
0.333477471
0.320651415
0.308318668
0.296460258
0.28505794
0.274094173
0.26355209
0.253415471
0.243668722
0.234296848
0.225285431
0.216620606
0.208289045
0.200277928
0.19257493
0.185168202
0
0
0
0
0
0
1
0
0
0
0
0
0
50
50
-25
weightage
weightage *time
0.038461538
0.038461538
0.036982249
0.073964497
0.035559854
0.106679563
0.034192168
0.136768671
0.032877084
0.164385421
0.031612581
0.189675486
0.030396713
0.212776988
0.029227608
0.233820866
0.028103469
0.252931225
0
0.025983237
0.28581561
0.024983882
0.299806584
0.024022963
0.312298525
0.023099003
0.323386046
0.02221058
0.333158702
0.021356327
0.341701232
0.02053493
0.349093807
0.019745125
0.355412247
0.018985697
0.360728242
0.018255478
0.365109557
0.017553344
0.368620226
0.016878215
0.37132074
0.016229053
0.373268227
0.015604859
0.374516615
0.015004672
0.375116802
0.014427569
0.375116802
0.013872663
0.374561896
0.013339099
0.373494768
0.012826057
0.371955641
0.012332747
0.369982402
0.01185841
0.36761072
0.011402318
0.364874163
0.010963767
0.361804309
0.010542084
0.358430842
0.010136619
0.354781659
0.009746749
0.350882959
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0.178046348
0.171198412
0.164613858
0.158282555
0.152194765
0.14634112
0.140712615
0.135300592
0.130096723
0.125093003
0.120281733
0.115655513
0.111207224
0.106930023
0.10281733
0.098862817
0.095060401
0.091404232
0.087888684
0.08450835
0.081258029
0.07813272
0.075127616
0.072238092
0.069459704
0.066788177
0.064219401
0.061749424
0.059374446
0.057090813
0.054895013
0.052783666
0.050753525
0.048801467
0.046924487
0.045119699
0.043384326
0.041715698
0.040111248
0.038568508
0.037085104
0.035658754
0.034287263
0.032968522
0.031700502
0.030481252
0.029308896
0.009371874
0.009011417
0.008664824
0.008331562
0.008011117
0.007702997
0.007406728
0.007121854
0.006847936
0.006584554
0.006331302
0.006087791
0.005853645
0.14634112
0.346759335
0.342433855
0.337928146
0.333262471
0.328455801
0.323525883
0.318489308
0.313361573
0.308157141
0.302889498
0.297571204
0.292213948
0.286828595
7.317055997
22.07124633
-11.03562317
weightage
weightage *time
0.039575287
0.039575287
0.03805316
0.076106321
0.036589577
0.109768732
0.035182286
0.140729144
0.033829121
0.169145605
0.032528001
0.195168006
0.031276924
0.218938469
0.030073965
0.240591724
0.028917274
0.26025547
0.027805072
0.278050716
0.026735646
0.294092104
0.025707352
0.308488221
0.024718607
0.321341897
0.023767892
0.332750485
0.022853742
0.342806131
0.021974752
0.351596032
0.021129569
0.359202677
0.020316893
0.365704083
0.019535475
0.371174016
0.01878411
0.375682202
0.018061644
0.379294531
0.017366966
0.382073245
0.016699005
0.384077126
0.016056736
0.385361665
0.015439169
0.385979232
0.014845355
0.385979232
0.01427438
0.385408256
0.013725365
0.384310227
0.013197467
0.382726531
91
92
93
94
95
96
97
98
99
100
100
PAR bond
Time Cash flow
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
0
0
0
0
0
0
0
0
0
100
0.028181631
0.027097722
0.026055502
0.025053367
0.024089776
0.023163246
0.022272352
0.021415723
0.020592042
0.01980004
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
coupon rate
Discount factor
0.961538462
0.924556213
0.888996359
0.854804191
0.821927107
0.790314526
0.759917813
0.730690205
0.702586736
0.675564169
0.649580932
0.62459705
0.600574086
0.577475083
0.555264503
0.533908176
0.513373246
0.493628121
0.474642424
0.456386946
0.438833602
0.421955387
0.405726333
0.390121474
0.375116802
0.360689233
0.34681657
0.333477471
0.320651415
0.308318668
0.296460258
0.28505794
0.012689872
0.0122018
0.0117325
0.01128125
0.010847356
0.01043015
0.01002899
0.00964326
0.009272365
0.008915736
0.008572823
0.008243099
0.007926056
0.007621208
0.007328085
0.007046235
0.006775226
0.006514641
0.006264078
0.006023151
0.121621328
0.380696152
0.378255792
0.375439992
0.372281242
0.368810088
0.365055234
0.361043638
0.356800604
0.352349869
0.347713687
0.342912906
0.337967047
0.33289437
0.327711949
0.322435728
0.317080589
0.311660408
0.30618811
0.300675722
0.295134422
6.081066395
21.54055131
-10.77027566
weightage
weightage *time
0.036738355
0.036738355
0.035325341
0.070650683
0.033966674
0.101900023
0.032660264
0.130641056
0.0314041
0.1570205
0.03019625
0.1811775
0.029034856
0.20324399
0.02791813
0.223345044
0.026844356
0.241599206
0.025811881
0.25811881
0.024819116
0.27301028
0.023864535
0.286374419
0.022946668
0.298306687
0.022064104
0.308897457
0.021215485
0.31823227
0.020399504
0.326392072
0.019614908
0.333453439
0.018860489
0.339488795
0.018135085
0.344566619
0.017437582
0.348751639
0.016766906
0.35210502
0.016122025
0.354684544
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
0.274094173
0.26355209
0.253415471
0.243668722
0.234296848
0.225285431
0.216620606
0.208289045
0.200277928
0.19257493
0.185168202
0.178046348
0.171198412
0.164613858
0.158282555
0.152194765
0.14634112
0.140712615
0.135300592
0.130096723
0.125093003
0.120281733
0.115655513
0.111207224
0.106930023
0.10281733
0.098862817
0.095060401
0.091404232
0.087888684
0.08450835
0.081258029
0.07813272
0.075127616
0.072238092
0.069459704
0.066788177
0.064219401
0.061749424
0.059374446
0.057090813
0.054895013
0.052783666
0.050753525
0.048801467
0.046924487
0.045119699
0.015501947
0.014905718
0.014332421
0.013781174
0.013251129
0.01274147
0.012251414
0.011780206
0.011327121
0.010891462
0.01047256
0.010069769
0.00968247
0.009310068
0.008951988
0.008607681
0.008276616
0.007958285
0.007652197
0.007357882
0.007074886
0.006802775
0.00654113
0.006289548
0.006047642
0.005815041
0.005591385
0.1845874
0.356544777
0.357737235
0.358310532
0.358310532
0.357780486
0.356761169
0.355290999
0.353406166
0.351140742
0.348526791
0.345594474
0.342372148
0.338886459
0.335162432
0.331223557
0.32709187
0.32278803
0.318331391
0.313740072
0.309031028
0.304220106
0.299322108
0.294350849
0.28931921
0.284239191
0.279121955
0.27397788
9.22936999
23.58065059
-11.79032529
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
100
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
104
Premium bond
Time Cash flow
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
0.043384326
0.041715698
0.040111248
0.038568508
0.037085104
0.035658754
0.034287263
0.032968522
0.031700502
0.030481252
0.029308896
0.028181631
0.027097722
0.026055502
0.025053367
0.024089776
0.023163246
0.022272352
0.021415723
0.020592042
0.01980004
coupon rate
Discount factor
0.961538462
0.924556213
0.888996359
0.854804191
0.821927107
0.790314526
0.759917813
0.730690205
0.702586736
0.675564169
0.649580932
0.62459705
0.600574086
0.577475083
0.555264503
0.533908176
0.513373246
0.493628121
0.474642424
0.456386946
0.438833602
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
0.421955387
0.405726333
0.390121474
0.375116802
0.360689233
0.34681657
0.333477471
0.320651415
0.308318668
0.296460258
0.28505794
0.274094173
0.26355209
0.253415471
0.243668722
0.234296848
0.225285431
0.216620606
0.208289045
0.200277928
0.19257493
0.185168202
0.178046348
0.171198412
0.164613858
0.158282555
0.152194765
0.14634112
0.140712615
0.135300592
0.130096723
0.125093003
0.120281733
0.115655513
0.111207224
0.106930023
0.10281733
0.098862817
0.095060401
0.091404232
0.087888684
0.08450835
0.081258029
0.07813272
0.075127616
0.072238092
0.069459704
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
100
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
105
Discount bond
Time Cash flow
1
2
3
4
5
6
7
8
9
10
3
3
3
3
3
3
3
3
3
3
0.066788177
0.064219401
0.061749424
0.059374446
0.057090813
0.054895013
0.052783666
0.050753525
0.048801467
0.046924487
0.045119699
0.043384326
0.041715698
0.040111248
0.038568508
0.037085104
0.035658754
0.034287263
0.032968522
0.031700502
0.030481252
0.029308896
0.028181631
0.027097722
0.026055502
0.025053367
0.024089776
0.023163246
0.022272352
0.021415723
0.020592042
0.01980004
coupon rate
Discount factor
0.961538462
0.924556213
0.888996359
0.854804191
0.821927107
0.790314526
0.759917813
0.730690205
0.702586736
0.675564169
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
0.649580932
0.62459705
0.600574086
0.577475083
0.555264503
0.533908176
0.513373246
0.493628121
0.474642424
0.456386946
0.438833602
0.421955387
0.405726333
0.390121474
0.375116802
0.360689233
0.34681657
0.333477471
0.320651415
0.308318668
0.296460258
0.28505794
0.274094173
0.26355209
0.253415471
0.243668722
0.234296848
0.225285431
0.216620606
0.208289045
0.200277928
0.19257493
0.185168202
0.178046348
0.171198412
0.164613858
0.158282555
0.152194765
0.14634112
0.140712615
0.135300592
0.130096723
0.125093003
0.120281733
0.115655513
0.111207224
0.106930023
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
103
0.10281733
0.098862817
0.095060401
0.091404232
0.087888684
0.08450835
0.081258029
0.07813272
0.075127616
0.072238092
0.069459704
0.066788177
0.064219401
0.061749424
0.059374446
0.057090813
0.054895013
0.052783666
0.050753525
0.048801467
0.046924487
0.045119699
0.043384326
0.041715698
0.040111248
0.038568508
0.037085104
0.035658754
0.034287263
0.032968522
0.031700502
0.030481252
0.029308896
0.028181631
0.027097722
0.026055502
0.025053367
0.024089776
0.023163246
0.022272352
0.021415723
0.020592042
0.01980004
YTM
8%
weightage
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
weightage *time
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
75 year
100
zero coupon
Time Cash flow
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1.980004011
1.980004011
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
0
0
100
100
-50
8%
3.846153846
3.698224852
3.555985435
3.419216764
3.287708427
3.161258103
3.039671253
2.92276082
2.810346942
2.702256675
2.598323726
2.498388198
2.402296345
2.309900331
2.221058011
2.135632703
2.053492983
1.974512484
1.898569696
1.825547785
1.755334408
1.687821547
1.622905333
1.560485897
1.500467209
1.442756932
1.387266281
1.333909885
1.282605659
1.233274672
1.185841031
1.14023176
weightage
weightage *time
0.038461538
0.038461538
0.036982249
0.073964497
0.035559854
0.106679563
0.034192168
0.136768671
0.032877084
0.164385421
0.031612581
0.189675486
0.030396713
0.212776988
0.029227608
0.233820866
0.028103469
0.252931225
0.027022567
0.270225668
0.025983237
0.28581561
0.024983882
0.299806584
0.024022963
0.312298525
0.023099003
0.323386046
0.02221058
0.333158702
0.021356327
0.341701232
0.02053493
0.349093807
0.019745125
0.355412247
0.018985697
0.360728242
0.018255478
0.365109557
0.017553344
0.368620226
0.016878215
0.37132074
0.016229053
0.373268227
0.015604859
0.374516615
0.015004672
0.375116802
0.014427569
0.375116802
0.013872663
0.374561896
0.013339099
0.373494768
0.012826057
0.371955641
0.012332747
0.369982402
0.01185841
0.36761072
0.011402318
0.364874163
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1.096376693
1.054208358
1.013661883
0.974674887
0.937187392
0.901141723
0.866482426
0.833156179
0.80111171
0.770299721
0.740672809
0.712185393
0.684793647
0.65845543
0.633130221
0.608779059
0.58536448
0.562850461
0.541202367
0.520386891
0.500372011
0.481126933
0.462622051
0.444828895
0.427720092
0.411269319
0.395451268
0.380241604
0.365616927
0.351554738
0.338033401
0.325032117
0.312530882
0.300510463
0.288952368
0.277838816
0.267152707
0.256877603
0.246997695
0.237497784
0.228363254
0.219580052
0.211134665
0.203014101
0.195205866
0.187697949
0.180478797
0.010963767
0.010542084
0.010136619
0.009746749
0.009371874
0.009011417
0.008664824
0.008331562
0.008011117
0.007702997
0.007406728
0.007121854
0.006847936
0.006584554
0.006331302
0.006087791
0.005853645
0.005628505
0.005412024
0.005203869
0.00500372
0.004811269
0.004626221
0.004448289
0.004277201
0.004112693
0.003954513
0.003802416
0.003656169
0.003515547
0.003380334
0.003250321
0.003125309
0.003005105
0.002889524
0.002778388
0.002671527
0.002568776
0.002469977
0.002374978
0.002283633
0.002195801
0.002111347
0.002030141
0.001952059
0.001876979
0.001804788
0.361804309
0.358430842
0.354781659
0.350882959
0.346759335
0.342433855
0.337928146
0.333262471
0.328455801
0.323525883
0.318489308
0.313361573
0.308157141
0.302889498
0.297571204
0.292213948
0.286828595
0.281425231
0.276013207
0.270601183
0.265197166
0.259808544
0.254442128
0.249104181
0.243800452
0.238536205
0.233316248
0.228144962
0.223026325
0.217963937
0.212961043
0.208020555
0.203145073
0.198336906
0.193598087
0.188930395
0.184335368
0.179814322
0.175368364
0.170998405
0.166705175
0.162489238
0.158350999
0.154290717
0.150308517
0.1464044
0.142578249
138
139
140
141
142
143
144
145
146
147
148
149
150
100
PAR bond
Time Cash flow
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
0
0
0
0
0
0
0
0
0
0
0
0
100
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
0.173537305
0.166862793
0.160444993
0.154274032
0.148340415
0.142635015
0.137149053
0.131874089
0.126802009
0.121925008
0.117235585
0.112726524
0.108390888
0.104222008
0.100213469
0.096359105
0.092652986
0.089089409
0.085662894
0.082368167
2.059204172
100
10%
4.807692308
4.622781065
4.444981793
4.274020955
4.109635534
3.951572629
3.799589066
3.653451025
3.512933678
3.377820844
3.247904658
3.122985248
3.002870431
2.887375414
2.776322514
2.669540878
2.566866229
2.468140605
2.37321212
2.281934731
2.194168011
0.001735373
0.001668628
0.00160445
0.00154274
0.001483404
0.00142635
0.001371491
0.001318741
0.00126802
0.00121925
0.001172356
0.001127265
0.001083909
0.00104222
0.001002135
0.000963591
0.00092653
0.000890894
0.000856629
0.000823682
0.020592042
0.138829844
0.135158862
0.131564894
0.128047446
0.124605949
0.121239762
0.117948185
0.114730457
0.111585768
0.108513257
0.105512026
0.102581137
0.099719617
0.096926467
0.094200661
0.09154115
0.088946866
0.086416727
0.083949636
0.081544485
2.059204172
25.48519896
-12.74259948
weightage
weightage *time
0.038614452
0.038614452
0.037129281
0.074258562
0.035701232
0.107103695
0.034328107
0.137312429
0.033007795
0.165038977
0.031738265
0.190429589
0.030517562
0.213622936
0.02934381
0.234750479
0.028215202
0.253936817
0.027130002
0.271300018
0.02608654
0.286951942
0.025083212
0.30099854
0.024118473
0.313540146
0.023190839
0.324671749
0.022298884
0.334483258
0.021441234
0.343059752
0.020616572
0.350481718
0.019823627
0.356825278
0.019061179
0.362162408
0.018328057
0.366561142
0.017623132
0.370085768
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
2.109776933
2.028631667
1.950607372
1.875584011
1.803446165
1.734082851
1.667387356
1.603257073
1.54159334
1.482301288
1.4252897
1.370470866
1.317760448
1.267077354
1.218343609
1.17148424
1.126427154
1.083103032
1.041445223
1.001389638
0.962874652
0.925841011
0.890231742
0.855992059
0.823069288
0.791412777
0.760973824
0.7317056
0.703563077
0.676502958
0.650483614
0.625465013
0.601408667
0.578277564
0.556036119
0.534650115
0.514086649
0.494314085
0.475302005
0.457021159
0.439443422
0.422541752
0.406290146
0.390663602
0.375638079
0.36119046
0.34729852
0.016945319
0.016293576
0.0156669
0.015064327
0.01448493
0.013927817
0.013392132
0.01287705
0.012381779
0.011905556
0.01144765
0.011007356
0.010583996
0.01017692
0.0097855
0.009409134
0.009047244
0.008699273
0.008364686
0.008042967
0.007733622
0.007436175
0.007150169
0.006875162
0.006610733
0.006356474
0.006111994
0.005876917
0.005650882
0.005433541
0.005224558
0.005023614
0.004830398
0.004644613
0.004465974
0.004294206
0.004129044
0.003970235
0.003817534
0.003670705
0.003529524
0.003393773
0.003263244
0.003137734
0.003017052
0.002901012
0.002789434
0.372797019
0.374752249
0.376005601
0.376608174
0.376608174
0.376051061
0.37497969
0.373434444
0.37145336
0.369072249
0.366324812
0.363242753
0.359855874
0.356192183
0.352277983
0.348137964
0.343795287
0.339271665
0.33458744
0.32976166
0.324812142
0.319755542
0.314607421
0.309382298
0.304093711
0.298754273
0.293375719
0.287968954
0.282544108
0.277110567
0.271677027
0.266251524
0.260841478
0.255453727
0.250094558
0.244769742
0.239484566
0.234243856
0.22905201
0.223913023
0.218830508
0.213807723
0.208847593
0.203952727
0.199125444
0.194367785
0.189681535
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
0.333940884
0.321097004
0.308747119
0.29687223
0.285454067
0.274475065
0.263918332
0.253767626
0.244007333
0.234622436
0.225598496
0.216921631
0.208578491
0.200556241
0.19284254
0.185425519
0.178293768
0.171436316
0.164842611
0.158502511
0.15240626
0.146544481
0.140908155
0.13548861
0.13027751
0.125266837
0.120448881
0.115816232
0.111361762
0.107078617
0.102960209
2.079004212
124.504999
0.002682148
0.002578989
0.002479797
0.00238442
0.002292712
0.00220453
0.002119741
0.002038212
0.00195982
0.001884442
0.001811963
0.001742272
0.001675262
0.001610829
0.001548874
0.001489302
0.001432021
0.001376943
0.001323984
0.001273061
0.001224098
0.001177017
0.001131747
0.001088218
0.001046364
0.001006119
0.000967422
0.000930214
0.000894436
0.000860035
0.000826956
0.016698159
0.18506824
0.180529219
0.176065585
0.171678252
0.167367954
0.163135255
0.158980563
0.154904139
0.150906107
0.146986467
0.143145105
0.139381797
0.13569622
0.132087964
0.128556531
0.125101351
0.121721782
0.118417118
0.115186597
0.112029405
0.108944679
0.105931516
0.102988974
0.100116078
0.097311823
0.09457518
0.091905095
0.089300497
0.086760298
0.084283399
0.081868686
1.669815854
25.18894659
-12.59447329
6%
2.884615385
2.773668639
2.666989076
2.564412573
2.46578132
2.370943577
2.27975344
2.192070615
2.107760207
2.026692506
weightage
weightage *time
0.038209356
0.038209356
0.036739766
0.073479531
0.035326698
0.105980093
0.033967979
0.135871914
0.032661518
0.163307589
0.031405306
0.188431834
0.030197409
0.211381865
0.02903597
0.232287763
0.027919202
0.251272821
0.026845387
0.268453868
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
100
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
104
Premium bond
Time Cash flow
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
1.948742795
1.873791149
1.801722258
1.732425248
1.665793508
1.601724527
1.540119738
1.480884363
1.423927272
1.369160839
1.316500806
1.26586616
1.217179
1.170364423
1.125350407
1.082067699
1.04044971
1.000432414
0.961954244
0.924956004
0.889380773
0.85517382
0.822282519
0.790656269
0.760246412
0.731006166
0.702890544
0.675856292
0.649861819
0.624867134
0.600833783
0.577724791
0.555504607
0.534139045
0.513595236
0.493841573
0.474847666
0.456584294
0.43902336
0.422137846
0.405901775
0.390290168
0.375279008
0.3608452
0.346966538
0.333621672
0.320790069
0.025812872
0.024820069
0.023865451
0.022947549
0.022064951
0.021216299
0.020400288
0.019615661
0.018861213
0.018135781
0.017438251
0.016767549
0.016122644
0.015502542
0.01490629
0.014332972
0.013781703
0.013251638
0.012741959
0.012251884
0.011780658
0.011327556
0.01089188
0.010472962
0.010070156
0.009682842
0.009310425
0.008952332
0.008608011
0.008276934
0.00795859
0.007652491
0.007358164
0.007075158
0.006803036
0.006541381
0.00628979
0.006047875
0.005815264
0.0055916
0.005376538
0.005169749
0.004970912
0.004779723
0.004595888
0.004419123
0.004249156
0.283941592
0.29784083
0.310250865
0.321265689
0.330974267
0.339460787
0.34680489
0.353081902
0.358363041
0.362715629
0.366203279
0.368886087
0.370820804
0.372061008
0.372657259
0.372657259
0.372105991
0.37104586
0.369516825
0.367556524
0.365200392
0.362481779
0.359432052
0.356080704
0.352455448
0.348582312
0.344485725
0.340188605
0.335712439
0.331077356
0.326302202
0.321404608
0.316401057
0.311306943
0.306136635
0.300903531
0.295620107
0.290297978
0.284947935
0.279579999
0.27420346
0.268826922
0.263458337
0.258105047
0.252773818
0.24747087
0.242201916
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
0.308451989
0.296588451
0.285181203
0.274212695
0.263666053
0.253525051
0.243774088
0.234398161
0.225382847
0.216714276
0.208379112
0.200364531
0.192658202
0.185248272
0.178123338
0.17127244
0.164685039
0.158350999
0.152260576
0.1464044
0.140773461
0.135359098
0.130152978
0.125147095
0.120333745
0.115705524
0.111255311
0.106976261
0.102861789
0.098905567
0.095101506
0.091443756
0.087926689
0.084544893
0.081293166
0.078166506
0.075160102
0.072269329
0.069489739
0.066817057
0.06424717
0.061776125
2.039404132
75.495001
0.004085727
0.003928584
0.003777485
0.003632197
0.003492497
0.00335817
0.00322901
0.003104817
0.002985401
0.002870578
0.002760171
0.002654011
0.002551933
0.002453782
0.002359406
0.002268659
0.002181403
0.002097503
0.00201683
0.00193926
0.001864673
0.001792954
0.001723995
0.001657687
0.00159393
0.001532625
0.001473678
0.001416998
0.001362498
0.001310094
0.001259706
0.001211256
0.001164669
0.001119874
0.001076802
0.001035387
0.000995564
0.000957273
0.000920455
0.000885053
0.000851012
0.000818281
0.027013764
0.236972185
0.231786455
0.226649076
0.221564
0.216534805
0.211564713
0.206656618
0.201813104
0.197036462
0.192328715
0.187691627
0.183126729
0.178635327
0.174218519
0.169877213
0.165612133
0.161423839
0.157312733
0.153279073
0.149322984
0.145444464
0.141643401
0.137919573
0.134272661
0.130702258
0.127207873
0.12378894
0.120444825
0.11717483
0.1139782
0.110854129
0.107801764
0.104820212
0.101908539
0.099065782
0.096290946
0.093583012
0.090940938
0.088363665
0.085850115
0.0833992
0.081009819
2.701376389
25.97377304
-12.98688652
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
100
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
105
Discount bond
Time Cash flow
1
3
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
143
144
145
146
147
148
149
150
3
3
3
3
3
3
3
103
YTM
8%
100

0.961538462
0.924556213
0.888996359
0.854804191
0.821927107
0.790314526
0.759917813
0.730690205
0.702586736
0.675564169
0.649580932
0.62459705
0.600574086
0.577475083
0.555264503
0.533908176
0.513373246
0.493628121
0.474642424
0.456386946
0.438833602
0.421955387
0.405726333
0.390121474
0.375116802
0.360689233
0.34681657
0.333477471
0.320651415
0.308318668
0.296460258
0.28505794
0.274094173
0.26355209
0.253415471
0.243668722
0.234296848
0.225285431
0.216620606
0.208289045
0.200277928
0.19257493
0.185168202
weightage
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
weightage *time
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Time
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
0.178046348
0.171198412
0.164613858
0.158282555
0.152194765
0.14634112
0.140712615
0.135300592
0.130096723
0.125093003
0.120281733
0.115655513
0.111207224
0.106930023
0.10281733
0.098862817
0.095060401
0.091404232
0.087888684
0.08450835
0.081258029
0.07813272
0.075127616
0.072238092
0.069459704
0.066788177
0.064219401
0.061749424
0.059374446
0.057090813
0.054895013
0.052783666
0.050753525
0.048801467
0.046924487
0.045119699
0.043384326
0.041715698
0.040111248
0.038568508
0.037085104
0.035658754
0.034287263
0.032968522
0.031700502
0.030481252
0.029308896
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
0.028181631
0.027097722
0.026055502
0.025053367
0.024089776
0.023163246
0.022272352
0.021415723
0.020592042
0.01980004
0.0190385
0.01830625
0.017602164
0.016925157
0.01627419
0.015648259
0.015046403
0.014467695
0.013911246
0.013376198
0.012861729
0.012367047
0.011891391
0.01143403
0.010994259
0.010571403
0.010164811
0.009773857
0.009397939
0.00903648
0.008688923
0.008354734
0.008033398
0.007724421
0.007427328
0.007141661
0.006866982
0.006602867
0.006348911
0.006104722
0.005869925
0.005644159
0.005427076
0.005218342
0.005017636
0.00482465
0.004639087
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
0.004460661
0.004289097
0.004124131
0.003965511
0.003812991
0.003666338
0.003525325
0.003389735
0.003259361
0.003134001
0.003013462
0.00289756
0.002786115
0
0
0
0
0
0
0
0
0
0
0
0
0.278611543
0.278611543
coupon rate
8%
0.961538462
3.846153846
0.924556213
3.698224852
0.888996359
3.555985435
0.854804191
3.419216764
0.821927107
3.287708427
0.790314526
3.161258103
0.759917813
3.039671253
0.730690205
2.92276082
0.702586736
2.810346942
0.675564169
2.702256675
0.649580932
2.598323726
0.62459705
2.498388198
0.600574086
2.402296345
0.577475083
2.309900331
0.555264503
2.221058011
0.533908176
2.135632703
0.513373246
2.053492983
0.493628121
1.974512484
0.474642424
1.898569696
0.456386946
1.825547785
0.438833602
1.755334408
0.421955387
1.687821547
0.405726333
1.622905333
0.390121474
1.560485897
0.375116802
1.500467209
0.360689233
1.442756932
0.34681657
1.387266281
0.333477471
1.333909885
0.320651415
1.282605659
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
150
150
-75
weightage
weightage *time
0.038461538
0.038461538
0.036982249
0.073964497
0.035559854
0.106679563
0.034192168
0.136768671
0.032877084
0.164385421
0.031612581
0.189675486
0.030396713
0.212776988
0.029227608
0.233820866
0.028103469
0.252931225
0.027022567
0.270225668
0.025983237
0.28581561
0.024983882
0.299806584
0.024022963
0.312298525
0.023099003
0.323386046
0.02221058
0.333158702
0.021356327
0.341701232
0.02053493
0.349093807
0.019745125
0.355412247
0.018985697
0.360728242
0.018255478
0.365109557
0.017553344
0.368620226
0.016878215
0.37132074
0.016229053
0.373268227
0.015604859
0.374516615
0.015004672
0.375116802
0.014427569
0.375116802
0.013872663
0.374561896
0.013339099
0.373494768
0.012826057
0.371955641
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
0.308318668
0.296460258
0.28505794
0.274094173
0.26355209
0.253415471
0.243668722
0.234296848
0.225285431
0.216620606
0.208289045
0.200277928
0.19257493
0.185168202
0.178046348
0.171198412
0.164613858
0.158282555
0.152194765
0.14634112
0.140712615
0.135300592
0.130096723
0.125093003
0.120281733
0.115655513
0.111207224
0.106930023
0.10281733
0.098862817
0.095060401
0.091404232
0.087888684
0.08450835
0.081258029
0.07813272
0.075127616
0.072238092
0.069459704
0.066788177
0.064219401
0.061749424
0.059374446
0.057090813
0.054895013
0.052783666
0.050753525
1.233274672
1.185841031
1.14023176
1.096376693
1.054208358
1.013661883
0.974674887
0.937187392
0.901141723
0.866482426
0.833156179
0.80111171
0.770299721
0.740672809
0.712185393
0.684793647
0.65845543
0.633130221
0.608779059
0.58536448
0.562850461
0.541202367
0.520386891
0.500372011
0.481126933
0.462622051
0.444828895
0.427720092
0.411269319
0.395451268
0.380241604
0.365616927
0.351554738
0.338033401
0.325032117
0.312530882
0.300510463
0.288952368
0.277838816
0.267152707
0.256877603
0.246997695
0.237497784
0.228363254
0.219580052
0.211134665
0.203014101
0.012332747
0.01185841
0.011402318
0.010963767
0.010542084
0.010136619
0.009746749
0.009371874
0.009011417
0.008664824
0.008331562
0.008011117
0.007702997
0.007406728
0.007121854
0.006847936
0.006584554
0.006331302
0.006087791
0.005853645
0.005628505
0.005412024
0.005203869
0.00500372
0.004811269
0.004626221
0.004448289
0.004277201
0.004112693
0.003954513
0.003802416
0.003656169
0.003515547
0.003380334
0.003250321
0.003125309
0.003005105
0.002889524
0.002778388
0.002671527
0.002568776
0.002469977
0.002374978
0.002283633
0.002195801
0.002111347
0.002030141
0.369982402
0.36761072
0.364874163
0.361804309
0.358430842
0.354781659
0.350882959
0.346759335
0.342433855
0.337928146
0.333262471
0.328455801
0.323525883
0.318489308
0.313361573
0.308157141
0.302889498
0.297571204
0.292213948
0.286828595
0.281425231
0.276013207
0.270601183
0.265197166
0.259808544
0.254442128
0.249104181
0.243800452
0.238536205
0.233316248
0.228144962
0.223026325
0.217963937
0.212961043
0.208020555
0.203145073
0.198336906
0.193598087
0.188930395
0.184335368
0.179814322
0.175368364
0.170998405
0.166705175
0.162489238
0.158350999
0.154290717
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
100
Time
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
0.048801467
0.046924487
0.045119699
0.043384326
0.041715698
0.040111248
0.038568508
0.037085104
0.035658754
0.034287263
0.032968522
0.031700502
0.030481252
0.029308896
0.028181631
0.027097722
0.026055502
0.025053367
0.024089776
0.023163246
0.022272352
0.021415723
0.020592042
0.01980004
0.0190385
0.01830625
0.017602164
0.016925157
0.01627419
0.015648259
0.015046403
0.014467695
0.013911246
0.013376198
0.012861729
0.012367047
0.011891391
0.01143403
0.010994259
0.010571403
0.010164811
0.009773857
0.009397939
0.00903648
0.008688923
0.008354734
0.008033398
0.195205866
0.187697949
0.180478797
0.173537305
0.166862793
0.160444993
0.154274032
0.148340415
0.142635015
0.137149053
0.131874089
0.126802009
0.121925008
0.117235585
0.112726524
0.108390888
0.104222008
0.100213469
0.096359105
0.092652986
0.089089409
0.085662894
0.082368167
0.07920016
0.076154
0.073225
0.070408654
0.067700629
0.065096759
0.062593037
0.060185613
0.057870781
0.055644982
0.053504791
0.051446914
0.049468187
0.047565564
0.045736119
0.043977038
0.042285613
0.040659243
0.039095426
0.037591756
0.036145919
0.034755692
0.033418934
0.032133591
0.001952059
0.001876979
0.001804788
0.001735373
0.001668628
0.00160445
0.00154274
0.001483404
0.00142635
0.001371491
0.001318741
0.00126802
0.00121925
0.001172356
0.001127265
0.001083909
0.00104222
0.001002135
0.000963591
0.00092653
0.000890894
0.000856629
0.000823682
0.000792002
0.00076154
0.00073225
0.000704087
0.000677006
0.000650968
0.00062593
0.000601856
0.000578708
0.00055645
0.000535048
0.000514469
0.000494682
0.000475656
0.000457361
0.00043977
0.000422856
0.000406592
0.000390954
0.000375918
0.000361459
0.000347557
0.000334189
0.000321336
0.150308517
0.1464044
0.142578249
0.138829844
0.135158862
0.131564894
0.128047446
0.124605949
0.121239762
0.117948185
0.114730457
0.111585768
0.108513257
0.105512026
0.102581137
0.099719617
0.096926467
0.094200661
0.09154115
0.088946866
0.086416727
0.083949636
0.081544485
0.07920016
0.07691554
0.0746895
0.072520914
0.070408654
0.068351597
0.066348619
0.064398606
0.062500444
0.060653031
0.05885527
0.057106075
0.055404369
0.053749087
0.052139176
0.050573593
0.049051311
0.047571315
0.046132603
0.04473419
0.043375103
0.042054387
0.0407711
0.039524317
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
0.007724421
0.007427328
0.007141661
0.006866982
0.006602867
0.006348911
0.006104722
0.005869925
0.005644159
0.005427076
0.005218342
0.005017636
0.00482465
0.004639087
0.004460661
0.004289097
0.004124131
0.003965511
0.003812991
0.003666338
0.003525325
0.003389735
0.003259361
0.003134001
0.003013462
0.00289756
0.002786115
0.030897683
0.029709311
0.028566645
0.027467928
0.026411469
0.025395643
0.024418888
0.0234797
0.022576635
0.021708302
0.020873368
0.020070546
0.019298602
0.018556348
0.017842642
0.017156387
0.016496526
0.015862044
0.015251965
0.014665351
0.014101299
0.013558942
0.013037444
0.012536004
0.01205385
0.01159024
0.289756005
100
coupon rate
10%
0.961538462
4.807692308
0.924556213
4.622781065
0.888996359
4.444981793
0.854804191
4.274020955
0.821927107
4.109635534
0.790314526
3.951572629
0.759917813
3.799589066
0.730690205
3.653451025
0.702586736
3.512933678
0.675564169
3.377820844
0.649580932
3.247904658
0.62459705
3.122985248
0.600574086
3.002870431
0.577475083
2.887375414
0.555264503
2.776322514
0.000308977
0.000297093
0.000285666
0.000274679
0.000264115
0.000253956
0.000244189
0.000234797
0.000225766
0.000217083
0.000208734
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0.000192986
0.000185563
0.000178426
0.000171564
0.000164965
0.00015862
0.00015252
0.000146654
0.000141013
0.000135589
0.000130374
0.00012536
0.000120538
0.000115902
0.00289756
0.038313127
0.037136639
0.035993973
0.034884269
0.033806681
0.03276038
0.031744554
0.030758407
0.029801158
0.028872042
0.027970313
0.027095237
0.026246099
0.025422197
0.024622846
0.023847378
0.023095136
0.022365482
0.021657791
0.020971452
0.020305871
0.019660465
0.019034668
0.018427926
0.017839698
0.017269458
0.434634007
25.927561
-12.9637805
weightage
weightage *time
0.038482982
0.038482982
0.037002867
0.074005735
0.03557968
0.10673904
0.034211231
0.136844924
0.032895414
0.164477072
0.031630206
0.189781237
0.03041366
0.212895618
0.029243904
0.233951229
0.028119138
0.253072243
0.027037633
0.270376327
0.025997724
0.285974962
0.024997811
0.299973736
0.024036357
0.312472642
0.023111882
0.323566345
0.022222963
0.333344449
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
0.533908176
0.513373246
0.493628121
0.474642424
0.456386946
0.438833602
0.421955387
0.405726333
0.390121474
0.375116802
0.360689233
0.34681657
0.333477471
0.320651415
0.308318668
0.296460258
0.28505794
0.274094173
0.26355209
0.253415471
0.243668722
0.234296848
0.225285431
0.216620606
0.208289045
0.200277928
0.19257493
0.185168202
0.178046348
0.171198412
0.164613858
0.158282555
0.152194765
0.14634112
0.140712615
0.135300592
0.130096723
0.125093003
0.120281733
0.115655513
0.111207224
0.106930023
0.10281733
0.098862817
0.095060401
0.091404232
0.087888684
2.669540878
2.566866229
2.468140605
2.37321212
2.281934731
2.194168011
2.109776933
2.028631667
1.950607372
1.875584011
1.803446165
1.734082851
1.667387356
1.603257073
1.54159334
1.482301288
1.4252897
1.370470866
1.317760448
1.267077354
1.218343609
1.17148424
1.126427154
1.083103032
1.041445223
1.001389638
0.962874652
0.925841011
0.890231742
0.855992059
0.823069288
0.791412777
0.760973824
0.7317056
0.703563077
0.676502958
0.650483614
0.625465013
0.601408667
0.578277564
0.556036119
0.534650115
0.514086649
0.494314085
0.475302005
0.457021159
0.439443422
0.021368234
0.020546379
0.019756133
0.018996282
0.018265656
0.017563131
0.016887626
0.016238102
0.015613559
0.015013038
0.014435613
0.013880397
0.013346536
0.012833208
0.012339623
0.011865022
0.011408675
0.01096988
0.010547961
0.01014227
0.009752183
0.009377099
0.009016441
0.008669655
0.008336207
0.008015584
0.007707292
0.007410858
0.007125825
0.006851754
0.006588225
0.006334832
0.006091185
0.005856908
0.005631643
0.005415041
0.00520677
0.00500651
0.004813952
0.0046288
0.004450769
0.004279586
0.004114986
0.003956717
0.003804536
0.003658208
0.003517507
0.341891742
0.349288439
0.355610401
0.36092936
0.365313118
0.368825744
0.371527764
0.373476336
0.374725421
0.375325943
0.375325943
0.374770727
0.373703004
0.372163019
0.370188679
0.367815675
0.365077593
0.362006027
0.358630679
0.354979462
0.351078589
0.346952665
0.342624773
0.338116552
0.333448277
0.328638926
0.32370626
0.318666876
0.313536283
0.308328949
0.303058369
0.29773711
0.292376867
0.286988512
0.281582135
0.276167094
0.270752053
0.265345022
0.259953396
0.254583988
0.249243065
0.243936379
0.238669197
0.23344633
0.228272161
0.22315067
0.21808546
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
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148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
0.08450835
0.081258029
0.07813272
0.075127616
0.072238092
0.069459704
0.066788177
0.064219401
0.061749424
0.059374446
0.057090813
0.054895013
0.052783666
0.050753525
0.048801467
0.046924487
0.045119699
0.043384326
0.041715698
0.040111248
0.038568508
0.037085104
0.035658754
0.034287263
0.032968522
0.031700502
0.030481252
0.029308896
0.028181631
0.027097722
0.026055502
0.025053367
0.024089776
0.023163246
0.022272352
0.021415723
0.020592042
0.01980004
0.0190385
0.01830625
0.017602164
0.016925157
0.01627419
0.015648259
0.015046403
0.014467695
0.013911246
0.422541752
0.406290146
0.390663602
0.375638079
0.36119046
0.34729852
0.333940884
0.321097004
0.308747119
0.29687223
0.285454067
0.274475065
0.263918332
0.253767626
0.244007333
0.234622436
0.225598496
0.216921631
0.208578491
0.200556241
0.19284254
0.185425519
0.178293768
0.171436316
0.164842611
0.158502511
0.15240626
0.146544481
0.140908155
0.13548861
0.13027751
0.125266837
0.120448881
0.115816232
0.111361762
0.107078617
0.102960209
0.099000201
0.095192501
0.091531251
0.088010818
0.084625786
0.081370948
0.078241297
0.075232016
0.072338477
0.069556228
0.003382219
0.003252133
0.003127051
0.00300678
0.002891135
0.002779937
0.002673017
0.002570208
0.002471354
0.002376302
0.002284906
0.002197025
0.002112524
0.002031273
0.001953147
0.001878026
0.001805794
0.001736341
0.001669558
0.001605344
0.0015436
0.001484231
0.001427145
0.001372255
0.001319476
0.001268727
0.00121993
0.001173009
0.001127894
0.001084513
0.001042801
0.001002693
0.000964128
0.000927046
0.000891391
0.000857107
0.000824141
0.000792443
0.000761965
0.000732658
0.000704479
0.000677384
0.000651331
0.000626279
0.000602192
0.00057903
0.00055676
0.213079776
0.208136533
0.203258333
0.198447485
0.193706024
0.18903573
0.184438141
0.179914575
0.175466138
0.171093742
0.166798119
0.162579832
0.158439285
0.154376739
0.150392319
0.146486025
0.142657742
0.138907246
0.135234218
0.131638246
0.128118837
0.124675421
0.121307358
0.118013945
0.114794423
0.11164798
0.108573757
0.105570853
0.102638329
0.099775214
0.096980507
0.094253181
0.091592187
0.088996457
0.086464907
0.08399644
0.081589949
0.079244317
0.076958423
0.074731142
0.072561347
0.070447909
0.068389705
0.066385611
0.06443451
0.06253529
0.060686847
169
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100
Time
1
2
3
4
5
6
7
8
9
10
0.013376198
0.012861729
0.012367047
0.011891391
0.01143403
0.010994259
0.010571403
0.010164811
0.009773857
0.009397939
0.00903648
0.008688923
0.008354734
0.008033398
0.007724421
0.007427328
0.007141661
0.006866982
0.006602867
0.006348911
0.006104722
0.005869925
0.005644159
0.005427076
0.005218342
0.005017636
0.00482465
0.004639087
0.004460661
0.004289097
0.004124131
0.003965511
0.003812991
0.003666338
0.003525325
0.003389735
0.003259361
0.003134001
0.003013462
0.00289756
0.002786115
0.066880988
0.064308643
0.061835233
0.059456955
0.057170149
0.054971297
0.052857016
0.050824054
0.048869283
0.046989695
0.045182399
0.043444615
0.041773668
0.040166988
0.038622104
0.037136639
0.035708306
0.03433491
0.033014337
0.031744554
0.03052361
0.029349625
0.028220793
0.027135378
0.02609171
0.025088182
0.024123252
0.023195435
0.022303303
0.021445483
0.020620657
0.019827555
0.019064957
0.018331689
0.017626624
0.016948677
0.016296805
0.015670005
0.015067312
0.0144878
0.29254212
124.9303471
0.000535346
0.000514756
0.000494958
0.000475921
0.000457616
0.000440016
0.000423092
0.000406819
0.000391172
0.000376127
0.000361661
0.000347751
0.000334376
0.000321515
0.000309149
0.000297259
0.000285826
0.000274832
0.000264262
0.000254098
0.000244325
0.000234928
0.000225892
0.000217204
0.00020885
0.000200817
0.000193094
0.000185667
0.000178526
0.00017166
0.000165057
0.000158709
0.000152605
0.000146735
0.000141092
0.000135665
0.000130447
0.00012543
0.000120606
0.000115967
0.002341642
0.058888083
0.057137913
0.055435259
0.053779054
0.052168245
0.05060179
0.049078659
0.047597837
0.046158324
0.044759131
0.043399286
0.042077834
0.040793831
0.039546353
0.038334488
0.037157344
0.036014041
0.034903718
0.033825529
0.032778645
0.031762253
0.030775556
0.029817773
0.028888139
0.027985907
0.027110344
0.026260732
0.02543637
0.024636574
0.023860673
0.023108012
0.022377952
0.021669866
0.020983145
0.020317192
0.019671427
0.019045281
0.0184382
0.017849644
0.017279086
0.351246266
25.85838643
-12.92919321
coupon rate
6%
weightage
weightage *time
0.961538462
2.884615385 0.038425852
0.038425852
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
0.924556213
0.888996359
0.854804191
0.821927107
0.790314526
0.759917813
0.730690205
0.702586736
0.675564169
0.649580932
0.62459705
0.600574086
0.577475083
0.555264503
0.533908176
0.513373246
0.493628121
0.474642424
0.456386946
0.438833602
0.421955387
0.405726333
0.390121474
0.375116802
0.360689233
0.34681657
0.333477471
0.320651415
0.308318668
0.296460258
0.28505794
0.274094173
0.26355209
0.253415471
0.243668722
0.234296848
0.225285431
0.216620606
0.208289045
0.200277928
0.19257493
0.185168202
0.178046348
0.171198412
0.164613858
0.158282555
0.152194765
2.773668639
2.666989076
2.564412573
2.46578132
2.370943577
2.27975344
2.192070615
2.107760207
2.026692506
1.948742795
1.873791149
1.801722258
1.732425248
1.665793508
1.601724527
1.540119738
1.480884363
1.423927272
1.369160839
1.316500806
1.26586616
1.217179
1.170364423
1.125350407
1.082067699
1.04044971
1.000432414
0.961954244
0.924956004
0.889380773
0.85517382
0.822282519
0.790656269
0.760246412
0.731006166
0.702890544
0.675856292
0.649861819
0.624867134
0.600833783
0.577724791
0.555504607
0.534139045
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0.493841573
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0.013859791
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0.012321304
0.011847408
0.011391738
0.010953594
0.010532302
0.010127214
0.009737705
0.009363178
0.009003056
0.008656785
0.008323831
0.008003684
0.00769585
0.007399856
0.007115246
0.006841583
0.006578445
0.006325428
0.006082142
0.07389587
0.106580581
0.136641771
0.164232897
0.189499497
0.212579564
0.233603916
0.252696544
0.26997494
0.285550418
0.29952841
0.312008761
0.323085995
0.332849583
0.341384187
0.348769903
0.35508248
0.360393543
0.364770792
0.368278204
0.370976213
0.372921892
0.374169123
0.374768753
0.374768753
0.374214361
0.373148223
0.371610524
0.369639116
0.367269634
0.364535617
0.361468611
0.358098274
0.354452477
0.350557395
0.346437597
0.34211613
0.337614602
0.332953256
0.328151046
0.323225702
0.3181938
0.313070823
0.30787122
0.302608464
0.297295105
0.29194282
58
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98
99
100
101
102
103
104
0.14634112
0.140712615
0.135300592
0.130096723
0.125093003
0.120281733
0.115655513
0.111207224
0.106930023
0.10281733
0.098862817
0.095060401
0.091404232
0.087888684
0.08450835
0.081258029
0.07813272
0.075127616
0.072238092
0.069459704
0.066788177
0.064219401
0.061749424
0.059374446
0.057090813
0.054895013
0.052783666
0.050753525
0.048801467
0.046924487
0.045119699
0.043384326
0.041715698
0.040111248
0.038568508
0.037085104
0.035658754
0.034287263
0.032968522
0.031700502
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0.027097722
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0.025053367
0.024089776
0.43902336
0.422137846
0.405901775
0.390290168
0.375279008
0.3608452
0.346966538
0.333621672
0.320790069
0.308451989
0.296588451
0.285181203
0.274212695
0.263666053
0.253525051
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0.234398161
0.225382847
0.216714276
0.208379112
0.200364531
0.192658202
0.185248272
0.178123338
0.17127244
0.164685039
0.158350999
0.152260576
0.1464044
0.140773461
0.135359098
0.130152978
0.125147095
0.120333745
0.115705524
0.111255311
0.106976261
0.102861789
0.098905567
0.095101506
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0.087926689
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0.081293166
0.078166506
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0.003950844
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0.002372774
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0.001950247
0.001875238
0.001803113
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0.001541309
0.001482028
0.001425027
0.001370218
0.001317517
0.001266844
0.001218119
0.001171268
0.001126219
0.001082903
0.001041253
0.001001205
0.000962697
0.286562463
0.281164112
0.27575711
0.270350108
0.264951104
0.259567482
0.254206046
0.248873052
0.243574244
0.238314881
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0.217761701
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0.19815288
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0.188755097
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0.158204074
0.154147559
0.150169054
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0.142445959
0.138701031
0.135033456
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0.127928638
0.124490334
0.121127271
0.117838748
0.114624005
0.111482233
0.108412574
0.105414128
0.102485958
0.099627093
0.096836535
0.094113258
0.091456214
105
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151
0.023163246
0.022272352
0.021415723
0.020592042
0.01980004
0.0190385
0.01830625
0.017602164
0.016925157
0.01627419
0.015648259
0.015046403
0.014467695
0.013911246
0.013376198
0.012861729
0.012367047
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0.010994259
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0.010164811
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152
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0.003666338
0.003525325
0.003389735
0.003259361
0.003134001
0.003013462
0.00289756
0.002786115
0.010999013
0.010575975
0.010169206
0.009778083
0.009402003
0.009040387
0.00869268
0.286969889
75.06965289
0.000146517
0.000140882
0.000135464
0.000130253
0.000125244
0.000120427
0.000115795
0.003822715
0.020951994
0.02028703
0.019642224
0.019017007
0.018410827
0.017823145
0.017253435
0.573407252
26.0426808
-13.0213404
199
200
100
Time
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
100 year
zero coupon
Cash flow
YTM
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0.961538462
0.924556213
0.888996359
0.854804191
0.821927107
0.790314526
0.759917813
0.730690205
0.702586736
0.675564169
0.649580932
0.62459705
0.600574086
0.577475083
0.555264503
0.533908176
0.513373246
0.493628121
0.474642424
0.456386946
0.438833602
0.421955387
0.405726333
0.390121474
0.375116802
0.360689233
0.34681657
0.333477471
0.320651415
0.308318668
0.296460258
0.28505794
0.274094173
0.26355209
0.253415471
0.243668722
0.234296848
0.225285431
0.216620606
0.208289045
0.200277928
0.19257493
0.185168202
8%
weightage
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
weightage *time
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0.178046348
0.171198412
0.164613858
0.158282555
0.152194765
0.14634112
0.140712615
0.135300592
0.130096723
0.125093003
0.120281733
0.115655513
0.111207224
0.106930023
0.10281733
0.098862817
0.095060401
0.091404232
0.087888684
0.08450835
0.081258029
0.07813272
0.075127616
0.072238092
0.069459704
0.066788177
0.064219401
0.061749424
0.059374446
0.057090813
0.054895013
0.052783666
0.050753525
0.048801467
0.046924487
0.045119699
0.043384326
0.041715698
0.040111248
0.038568508
0.037085104
0.035658754
0.034287263
0.032968522
0.031700502
0.030481252
0.029308896
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0.028181631
0.027097722
0.026055502
0.025053367
0.024089776
0.023163246
0.022272352
0.021415723
0.020592042
0.01980004
0.0190385
0.01830625
0.017602164
0.016925157
0.01627419
0.015648259
0.015046403
0.014467695
0.013911246
0.013376198
0.012861729
0.012367047
0.011891391
0.01143403
0.010994259
0.010571403
0.010164811
0.009773857
0.009397939
0.00903648
0.008688923
0.008354734
0.008033398
0.007724421
0.007427328
0.007141661
0.006866982
0.006602867
0.006348911
0.006104722
0.005869925
0.005644159
0.005427076
0.005218342
0.005017636
0.00482465
0.004639087
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0.004460661
0.004289097
0.004124131
0.003965511
0.003812991
0.003666338
0.003525325
0.003389735
0.003259361
0.003134001
0.003013462
0.00289756
0.002786115
0.002678957
0.00257592
0.002476846
0.002381583
0.002289984
0.002201907
0.002117219
0.002035787
0.001957488
0.0018822
0.001809807
0.001740199
0.001673269
0.001608912
0.001547031
0.00148753
0.001430317
0.001375305
0.001322409
0.001271547
0.001222641
0.001175616
0.0011304
0.001086923
0.001045119
0.001004922
0.000966271
0.000929107
0.000893372
0.000859011
0.000825972
0.000794204
0.000763658
0.000734287
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
100
PAR bond
Cash flow
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
0.000706045
0.000678889
0.000652778
0.000627671
0.00060353
0.000580317
0.000557997
0.000536536
0.0005159
0.000496058
0.000476979
0.000458633
0.000440993
0.000424032
0.000407723
0.000392042
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0.039204159
0.039204159
coupon rate
8%
0.961538462
3.846153846
0.924556213
3.698224852
0.888996359
3.555985435
0.854804191
3.419216764
0.821927107
3.287708427
0.790314526
3.161258103
0.759917813
3.039671253
0.730690205
2.92276082
0.702586736
2.810346942
0.675564169
2.702256675
0.649580932
2.598323726
0.62459705
2.498388198
0.600574086
2.402296345
0.577475083
2.309900331
0.555264503
2.221058011
0.533908176
2.135632703
0.513373246
2.053492983
0.493628121
1.974512484
0.474642424
1.898569696
0.456386946
1.825547785
0.438833602
1.755334408
0.421955387
1.687821547
0.405726333
1.622905333
0.390121474
1.560485897
0.375116802
1.500467209
0.360689233
1.442756932
0.34681657
1.387266281
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
200
200
-100
weightage
weightage *time
0.038461538
0.038461538
0.036982249
0.073964497
0.035559854
0.106679563
0.034192168
0.136768671
0.032877084
0.164385421
0.031612581
0.189675486
0.030396713
0.212776988
0.029227608
0.233820866
0.028103469
0.252931225
0.027022567
0.270225668
0.025983237
0.28581561
0.024983882
0.299806584
0.024022963
0.312298525
0.023099003
0.323386046
0.02221058
0.333158702
0.021356327
0.341701232
0.02053493
0.349093807
0.019745125
0.355412247
0.018985697
0.360728242
0.018255478
0.365109557
0.017553344
0.368620226
0.016878215
0.37132074
0.016229053
0.373268227
0.015604859
0.374516615
0.015004672
0.375116802
0.014427569
0.375116802
0.013872663
0.374561896
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
0.333477471
0.320651415
0.308318668
0.296460258
0.28505794
0.274094173
0.26355209
0.253415471
0.243668722
0.234296848
0.225285431
0.216620606
0.208289045
0.200277928
0.19257493
0.185168202
0.178046348
0.171198412
0.164613858
0.158282555
0.152194765
0.14634112
0.140712615
0.135300592
0.130096723
0.125093003
0.120281733
0.115655513
0.111207224
0.106930023
0.10281733
0.098862817
0.095060401
0.091404232
0.087888684
0.08450835
0.081258029
0.07813272
0.075127616
0.072238092
0.069459704
0.066788177
0.064219401
0.061749424
0.059374446
0.057090813
0.054895013
1.333909885
1.282605659
1.233274672
1.185841031
1.14023176
1.096376693
1.054208358
1.013661883
0.974674887
0.937187392
0.901141723
0.866482426
0.833156179
0.80111171
0.770299721
0.740672809
0.712185393
0.684793647
0.65845543
0.633130221
0.608779059
0.58536448
0.562850461
0.541202367
0.520386891
0.500372011
0.481126933
0.462622051
0.444828895
0.427720092
0.411269319
0.395451268
0.380241604
0.365616927
0.351554738
0.338033401
0.325032117
0.312530882
0.300510463
0.288952368
0.277838816
0.267152707
0.256877603
0.246997695
0.237497784
0.228363254
0.219580052
0.013339099
0.012826057
0.012332747
0.01185841
0.011402318
0.010963767
0.010542084
0.010136619
0.009746749
0.009371874
0.009011417
0.008664824
0.008331562
0.008011117
0.007702997
0.007406728
0.007121854
0.006847936
0.006584554
0.006331302
0.006087791
0.005853645
0.005628505
0.005412024
0.005203869
0.00500372
0.004811269
0.004626221
0.004448289
0.004277201
0.004112693
0.003954513
0.003802416
0.003656169
0.003515547
0.003380334
0.003250321
0.003125309
0.003005105
0.002889524
0.002778388
0.002671527
0.002568776
0.002469977
0.002374978
0.002283633
0.002195801
0.373494768
0.371955641
0.369982402
0.36761072
0.364874163
0.361804309
0.358430842
0.354781659
0.350882959
0.346759335
0.342433855
0.337928146
0.333262471
0.328455801
0.323525883
0.318489308
0.313361573
0.308157141
0.302889498
0.297571204
0.292213948
0.286828595
0.281425231
0.276013207
0.270601183
0.265197166
0.259808544
0.254442128
0.249104181
0.243800452
0.238536205
0.233316248
0.228144962
0.223026325
0.217963937
0.212961043
0.208020555
0.203145073
0.198336906
0.193598087
0.188930395
0.184335368
0.179814322
0.175368364
0.170998405
0.166705175
0.162489238
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
0.052783666
0.050753525
0.048801467
0.046924487
0.045119699
0.043384326
0.041715698
0.040111248
0.038568508
0.037085104
0.035658754
0.034287263
0.032968522
0.031700502
0.030481252
0.029308896
0.028181631
0.027097722
0.026055502
0.025053367
0.024089776
0.023163246
0.022272352
0.021415723
0.020592042
0.01980004
0.0190385
0.01830625
0.017602164
0.016925157
0.01627419
0.015648259
0.015046403
0.014467695
0.013911246
0.013376198
0.012861729
0.012367047
0.011891391
0.01143403
0.010994259
0.010571403
0.010164811
0.009773857
0.009397939
0.00903648
0.008688923
0.211134665
0.203014101
0.195205866
0.187697949
0.180478797
0.173537305
0.166862793
0.160444993
0.154274032
0.148340415
0.142635015
0.137149053
0.131874089
0.126802009
0.121925008
0.117235585
0.112726524
0.108390888
0.104222008
0.100213469
0.096359105
0.092652986
0.089089409
0.085662894
0.082368167
0.07920016
0.076154
0.073225
0.070408654
0.067700629
0.065096759
0.062593037
0.060185613
0.057870781
0.055644982
0.053504791
0.051446914
0.049468187
0.047565564
0.045736119
0.043977038
0.042285613
0.040659243
0.039095426
0.037591756
0.036145919
0.034755692
0.002111347
0.002030141
0.001952059
0.001876979
0.001804788
0.001735373
0.001668628
0.00160445
0.00154274
0.001483404
0.00142635
0.001371491
0.001318741
0.00126802
0.00121925
0.001172356
0.001127265
0.001083909
0.00104222
0.001002135
0.000963591
0.00092653
0.000890894
0.000856629
0.000823682
0.000792002
0.00076154
0.00073225
0.000704087
0.000677006
0.000650968
0.00062593
0.000601856
0.000578708
0.00055645
0.000535048
0.000514469
0.000494682
0.000475656
0.000457361
0.00043977
0.000422856
0.000406592
0.000390954
0.000375918
0.000361459
0.000347557
0.158350999
0.154290717
0.150308517
0.1464044
0.142578249
0.138829844
0.135158862
0.131564894
0.128047446
0.124605949
0.121239762
0.117948185
0.114730457
0.111585768
0.108513257
0.105512026
0.102581137
0.099719617
0.096926467
0.094200661
0.09154115
0.088946866
0.086416727
0.083949636
0.081544485
0.07920016
0.07691554
0.0746895
0.072520914
0.070408654
0.068351597
0.066348619
0.064398606
0.062500444
0.060653031
0.05885527
0.057106075
0.055404369
0.053749087
0.052139176
0.050573593
0.049051311
0.047571315
0.046132603
0.04473419
0.043375103
0.042054387
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
0.008354734
0.008033398
0.007724421
0.007427328
0.007141661
0.006866982
0.006602867
0.006348911
0.006104722
0.005869925
0.005644159
0.005427076
0.005218342
0.005017636
0.00482465
0.004639087
0.004460661
0.004289097
0.004124131
0.003965511
0.003812991
0.003666338
0.003525325
0.003389735
0.003259361
0.003134001
0.003013462
0.00289756
0.002786115
0.002678957
0.00257592
0.002476846
0.002381583
0.002289984
0.002201907
0.002117219
0.002035787
0.001957488
0.0018822
0.001809807
0.001740199
0.001673269
0.001608912
0.001547031
0.00148753
0.001430317
0.001375305
0.033418934
0.032133591
0.030897683
0.029709311
0.028566645
0.027467928
0.026411469
0.025395643
0.024418888
0.0234797
0.022576635
0.021708302
0.020873368
0.020070546
0.019298602
0.018556348
0.017842642
0.017156387
0.016496526
0.015862044
0.015251965
0.014665351
0.014101299
0.013558942
0.013037444
0.012536004
0.01205385
0.01159024
0.011144462
0.010715829
0.010303681
0.009907386
0.009526333
0.009159935
0.00880763
0.008468875
0.008143149
0.007829951
0.007528799
0.00723923
0.006960798
0.006693075
0.006435649
0.006188124
0.005950119
0.005721268
0.00550122
0.000334189
0.000321336
0.000308977
0.000297093
0.000285666
0.000274679
0.000264115
0.000253956
0.000244189
0.000234797
0.000225766
0.000217083
0.000208734
0.000200705
0.000192986
0.000185563
0.000178426
0.000171564
0.000164965
0.00015862
0.00015252
0.000146654
0.000141013
0.000135589
0.000130374
0.00012536
0.000120538
0.000115902
0.000111445
0.000107158
0.000103037
9.90739E-05
9.52633E-05
9.15994E-05
8.80763E-05
8.46887E-05
8.14315E-05
7.82995E-05
7.5288E-05
7.23923E-05
6.9608E-05
6.69307E-05
6.43565E-05
6.18812E-05
5.95012E-05
5.72127E-05
5.50122E-05
0.0407711
0.039524317
0.038313127
0.037136639
0.035993973
0.034884269
0.033806681
0.03276038
0.031744554
0.030758407
0.029801158
0.028872042
0.027970313
0.027095237
0.026246099
0.025422197
0.024622846
0.023847378
0.023095136
0.022365482
0.021657791
0.020971452
0.020305871
0.019660465
0.019034668
0.018427926
0.017839698
0.017269458
0.016716693
0.016180901
0.015661596
0.0151583
0.014670552
0.0141979
0.013739903
0.013296134
0.012866175
0.012449622
0.012046078
0.01165516
0.011276493
0.010909712
0.010554464
0.010210405
0.009877198
0.009554518
0.009242049
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
104
Premium bond
Cash flow
5
5
5
5
5
5
5
5
5
5
0.001322409
0.001271547
0.001222641
0.001175616
0.0011304
0.001086923
0.001045119
0.001004922
0.000966271
0.000929107
0.000893372
0.000859011
0.000825972
0.000794204
0.000763658
0.000734287
0.000706045
0.000678889
0.000652778
0.000627671
0.00060353
0.000580317
0.000557997
0.000536536
0.0005159
0.000496058
0.000476979
0.000458633
0.000440993
0.000424032
0.000407723
0.000392042
0.005289634 5.28963E-05
0.005086187 5.08619E-05
0.004890564 4.89056E-05
0.004702466 4.70247E-05
0.004521602
4.5216E-05
0.004347694 4.34769E-05
0.004180475 4.18047E-05
0.004019687 4.01969E-05
0.003865084 3.86508E-05
0.003716427 3.71643E-05
0.003573487 3.57349E-05
0.003436046 3.43605E-05
0.00330389 3.30389E-05
0.003176817 3.17682E-05
0.003054632 3.05463E-05
0.002937146 2.93715E-05
0.002824179 2.82418E-05
0.002715557 2.71556E-05
0.002611112 2.61111E-05
0.002510685 2.51068E-05
0.00241412 2.41412E-05
0.002321269 2.32127E-05
0.00223199 2.23199E-05
0.002146144 2.14614E-05
0.0020636
2.0636E-05
0.001984231 1.98423E-05
0.001907914 1.90791E-05
0.001834533 1.83453E-05
0.001763974 1.76397E-05
0.001696129 1.69613E-05
0.001630893 1.63089E-05
0.040772325 0.000407723
100
coupon rate
10%
0.961538462
4.807692308
0.924556213
4.622781065
0.888996359
4.444981793
0.854804191
4.274020955
0.821927107
4.109635534
0.790314526
3.951572629
0.759917813
3.799589066
0.730690205
3.653451025
0.702586736
3.512933678
0.675564169
3.377820844
0.008939482
0.008646518
0.008362865
0.008088241
0.007822371
0.007564987
0.007315831
0.00707465
0.006841199
0.00661524
0.006396542
0.006184882
0.005980041
0.005781807
0.005589977
0.005404349
0.005224731
0.005050936
0.00488278
0.004720088
0.004562687
0.004410412
0.0042631
0.004120596
0.003982748
0.003849408
0.003720433
0.003595684
0.003475029
0.003358335
0.003245477
0.08154465
25.98980692
-12.99490346
weightage
weightage *time
0.038464554
0.038464554
0.036985148
0.073970297
0.035562643
0.106687928
0.034194849
0.136779395
0.032879662
0.164398312
0.03161506
0.189690359
0.030399096
0.212793672
0.0292299
0.233839201
0.028105673
0.252951058
0.027024686
0.270246857
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
0.649580932
0.62459705
0.600574086
0.577475083
0.555264503
0.533908176
0.513373246
0.493628121
0.474642424
0.456386946
0.438833602
0.421955387
0.405726333
0.390121474
0.375116802
0.360689233
0.34681657
0.333477471
0.320651415
0.308318668
0.296460258
0.28505794
0.274094173
0.26355209
0.253415471
0.243668722
0.234296848
0.225285431
0.216620606
0.208289045
0.200277928
0.19257493
0.185168202
0.178046348
0.171198412
0.164613858
0.158282555
0.152194765
0.14634112
0.140712615
0.135300592
0.130096723
0.125093003
0.120281733
0.115655513
0.111207224
0.106930023
3.247904658
3.122985248
3.002870431
2.887375414
2.776322514
2.669540878
2.566866229
2.468140605
2.37321212
2.281934731
2.194168011
2.109776933
2.028631667
1.950607372
1.875584011
1.803446165
1.734082851
1.667387356
1.603257073
1.54159334
1.482301288
1.4252897
1.370470866
1.317760448
1.267077354
1.218343609
1.17148424
1.126427154
1.083103032
1.041445223
1.001389638
0.962874652
0.925841011
0.890231742
0.855992059
0.823069288
0.791412777
0.760973824
0.7317056
0.703563077
0.676502958
0.650483614
0.625465013
0.601408667
0.578277564
0.556036119
0.534650115
0.025985275
0.024985841
0.024024847
0.023100815
0.022212322
0.021358002
0.02053654
0.019746673
0.018987186
0.018256909
0.017554721
0.016879539
0.016230326
0.015606083
0.015005849
0.014428701
0.013873751
0.013340145
0.012827062
0.012333714
0.01185934
0.011403212
0.010964627
0.01054291
0.010137414
0.009747513
0.009372609
0.009012124
0.008665504
0.008332215
0.008011745
0.007703601
0.007407309
0.007122412
0.006848473
0.006585071
0.006331799
0.006088268
0.005854104
0.005628946
0.005412448
0.005204277
0.005004112
0.004811647
0.004626583
0.004448638
0.004277536
0.285838022
0.299830093
0.312323014
0.323411405
0.333184826
0.341728027
0.349121181
0.355440117
0.360756529
0.365138187
0.368649131
0.371349857
0.373297496
0.374545983
0.375146217
0.375146217
0.374591267
0.373524055
0.371984808
0.370011414
0.367639546
0.364902775
0.361832679
0.358458948
0.354809479
0.350910474
0.346786526
0.342460706
0.337954645
0.333288604
0.328481557
0.323551252
0.318514282
0.313386145
0.308181305
0.302913249
0.297594538
0.292236862
0.286851087
0.281447298
0.27603485
0.270622402
0.265217961
0.259828917
0.25446208
0.249123715
0.24381957
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
0.10281733
0.098862817
0.095060401
0.091404232
0.087888684
0.08450835
0.081258029
0.07813272
0.075127616
0.072238092
0.069459704
0.066788177
0.064219401
0.061749424
0.059374446
0.057090813
0.054895013
0.052783666
0.050753525
0.048801467
0.046924487
0.045119699
0.043384326
0.041715698
0.040111248
0.038568508
0.037085104
0.035658754
0.034287263
0.032968522
0.031700502
0.030481252
0.029308896
0.028181631
0.027097722
0.026055502
0.025053367
0.024089776
0.023163246
0.022272352
0.021415723
0.020592042
0.01980004
0.0190385
0.01830625
0.017602164
0.016925157
0.514086649
0.494314085
0.475302005
0.457021159
0.439443422
0.422541752
0.406290146
0.390663602
0.375638079
0.36119046
0.34729852
0.333940884
0.321097004
0.308747119
0.29687223
0.285454067
0.274475065
0.263918332
0.253767626
0.244007333
0.234622436
0.225598496
0.216921631
0.208578491
0.200556241
0.19284254
0.185425519
0.178293768
0.171436316
0.164842611
0.158502511
0.15240626
0.146544481
0.140908155
0.13548861
0.13027751
0.125266837
0.120448881
0.115816232
0.111361762
0.107078617
0.102960209
0.099000201
0.095192501
0.091531251
0.088010818
0.084625786
0.004113016
0.003954823
0.003802714
0.003656456
0.003515823
0.003380599
0.003250576
0.003125554
0.00300534
0.00288975
0.002778606
0.002671737
0.002568977
0.002470171
0.002375164
0.002283812
0.002195973
0.002111512
0.0020303
0.001952212
0.001877127
0.001804929
0.001735509
0.001668759
0.001604576
0.001542861
0.00148352
0.001426462
0.001371598
0.001318844
0.00126812
0.001219346
0.001172448
0.001127354
0.001083994
0.001042302
0.001002213
0.000963667
0.000926603
0.000890964
0.000856696
0.000823746
0.000792064
0.0007616
0.000732307
0.000704142
0.000677059
0.23855491
0.233334544
0.228162852
0.223043814
0.217981029
0.212977742
0.208036867
0.203161002
0.198352458
0.193613268
0.18894521
0.184349823
0.179828422
0.175382115
0.171011813
0.166718247
0.16250198
0.158363416
0.154302816
0.150320304
0.14641588
0.14258943
0.13884073
0.135169461
0.131575211
0.128057487
0.12461572
0.121249269
0.117957434
0.114739454
0.111594518
0.108521766
0.1055203
0.102589181
0.099727437
0.096934068
0.094208048
0.091548328
0.088953841
0.086423503
0.083956219
0.081550879
0.079206371
0.076921572
0.074695357
0.072526601
0.070414175
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
0.01627419
0.015648259
0.015046403
0.014467695
0.013911246
0.013376198
0.012861729
0.012367047
0.011891391
0.01143403
0.010994259
0.010571403
0.010164811
0.009773857
0.009397939
0.00903648
0.008688923
0.008354734
0.008033398
0.007724421
0.007427328
0.007141661
0.006866982
0.006602867
0.006348911
0.006104722
0.005869925
0.005644159
0.005427076
0.005218342
0.005017636
0.00482465
0.004639087
0.004460661
0.004289097
0.004124131
0.003965511
0.003812991
0.003666338
0.003525325
0.003389735
0.003259361
0.003134001
0.003013462
0.00289756
0.002786115
0.002678957
0.081370948
0.078241297
0.075232016
0.072338477
0.069556228
0.066880988
0.064308643
0.061835233
0.059456955
0.057170149
0.054971297
0.052857016
0.050824054
0.048869283
0.046989695
0.045182399
0.043444615
0.041773668
0.040166988
0.038622104
0.037136639
0.035708306
0.03433491
0.033014337
0.031744554
0.03052361
0.029349625
0.028220793
0.027135378
0.02609171
0.025088182
0.024123252
0.023195435
0.022303303
0.021445483
0.020620657
0.019827555
0.019064957
0.018331689
0.017626624
0.016948677
0.016296805
0.015670005
0.015067312
0.0144878
0.013930577
0.013394786
0.000651019
0.000625979
0.000601903
0.000578753
0.000556493
0.00053509
0.000514509
0.000494721
0.000475693
0.000457397
0.000439805
0.000422889
0.000406624
0.000390985
0.000375947
0.000361488
0.000347584
0.000334216
0.000321361
0.000309001
0.000297116
0.000285689
0.000274701
0.000264135
0.000253976
0.000244208
0.000234815
0.000225784
0.0002171
0.00020875
0.000200721
0.000193001
0.000185578
0.00017844
0.000171577
0.000164978
0.000158633
0.000152532
0.000146665
0.000141024
0.0001356
0.000130385
0.00012537
0.000120548
0.000115911
0.000111453
0.000107167
0.068356956
0.066353822
0.064403655
0.062505345
0.060657787
0.058859885
0.057110552
0.055408713
0.053753302
0.052143264
0.050577559
0.049055158
0.047575045
0.046136221
0.044737698
0.043378504
0.042057685
0.040774297
0.039527416
0.038316132
0.037139551
0.035996795
0.034887004
0.033809332
0.032762949
0.031747044
0.030760819
0.029803495
0.028874306
0.027972506
0.027097362
0.026248157
0.02542419
0.024624777
0.023849248
0.023096947
0.022367236
0.021659489
0.020973097
0.020307463
0.019662007
0.019036161
0.018429371
0.017841097
0.017270812
0.016718003
0.01618217
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
0.00257592
0.002476846
0.002381583
0.002289984
0.002201907
0.002117219
0.002035787
0.001957488
0.0018822
0.001809807
0.001740199
0.001673269
0.001608912
0.001547031
0.00148753
0.001430317
0.001375305
0.001322409
0.001271547
0.001222641
0.001175616
0.0011304
0.001086923
0.001045119
0.001004922
0.000966271
0.000929107
0.000893372
0.000859011
0.000825972
0.000794204
0.000763658
0.000734287
0.000706045
0.000678889
0.000652778
0.000627671
0.00060353
0.000580317
0.000557997
0.000536536
0.0005159
0.000496058
0.000476979
0.000458633
0.000440993
0.000424032
0.012879602 0.000103045
0.012384232 9.90816E-05
0.011907916 9.52708E-05
0.011449919 9.16065E-05
0.011009537 8.80832E-05
0.010586094 8.46954E-05
0.010178936 8.14379E-05
0.009787439 7.83056E-05
0.009410999 7.52939E-05
0.009049037
7.2398E-05
0.008700997 6.96134E-05
0.008366344
6.6936E-05
0.008044561 6.43615E-05
0.007735155 6.18861E-05
0.007437649 5.95059E-05
0.007151586 5.72172E-05
0.006876525 5.50165E-05
0.006612043 5.29005E-05
0.006357734 5.08659E-05
0.006113205 4.89095E-05
0.005878082 4.70283E-05
0.005652002 4.52196E-05
0.005434617 4.34803E-05
0.005225594
4.1808E-05
0.005024609
4.02E-05
0.004831355 3.86539E-05
0.004645534 3.71672E-05
0.004466859 3.57377E-05
0.004295057 3.43632E-05
0.004129862 3.30415E-05
0.003971022 3.17707E-05
0.00381829 3.05487E-05
0.003671433 2.93738E-05
0.003530224
2.8244E-05
0.003394446 2.71577E-05
0.00326389 2.61132E-05
0.003138356 2.51088E-05
0.00301765 2.41431E-05
0.002901587 2.32145E-05
0.002789987 2.23216E-05
0.00268268 2.14631E-05
0.0025795 2.06376E-05
0.002480288 1.98439E-05
0.002384893 1.90806E-05
0.002293166 1.83468E-05
0.002204967 1.76411E-05
0.002120161 1.69626E-05
0.015662824
0.015159489
0.014671703
0.014199013
0.01374098
0.013297176
0.012867184
0.012450598
0.012047023
0.011656074
0.011277377
0.010910568
0.010555292
0.010211205
0.009877972
0.009555268
0.009242774
0.008940183
0.008647196
0.008363521
0.008088875
0.007822984
0.00756558
0.007316405
0.007075204
0.006841735
0.006615759
0.006397044
0.006185367
0.00598051
0.005782261
0.005590415
0.005404773
0.005225141
0.005051332
0.004883163
0.004720458
0.004563045
0.004410757
0.004263435
0.004120919
0.00398306
0.003849709
0.003720724
0.003595966
0.003475301
0.003358598
5
105
Discount bond
Cash flow
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
0.000407723
0.000392042
0.002038616 1.63102E-05
0.041164367 0.000329341
124.990199
coupon rate
6%
0.961538462
2.884615385
0.924556213
2.773668639
0.888996359
2.666989076
0.854804191
2.564412573
0.821927107
2.46578132
0.790314526
2.370943577
0.759917813
2.27975344
0.730690205
2.192070615
0.702586736
2.107760207
0.675564169
2.026692506
0.649580932
1.948742795
0.62459705
1.873791149
0.600574086
1.801722258
0.577475083
1.732425248
0.555264503
1.665793508
0.533908176
1.601724527
0.513373246
1.540119738
0.493628121
1.480884363
0.474642424
1.423927272
0.456386946
1.369160839
0.438833602
1.316500806
0.421955387
1.26586616
0.405726333
1.217179
0.390121474
1.170364423
0.375116802
1.125350407
0.360689233
1.082067699
0.34681657
1.04044971
0.333477471
1.000432414
0.320651415
0.961954244
0.308318668
0.924956004
0.296460258
0.889380773
0.28505794
0.85517382
0.274094173
0.822282519
0.26355209
0.790656269
0.253415471
0.760246412
0.243668722
0.731006166
0.234296848
0.702890544
0.225285431
0.675856292
0.216620606
0.649861819
0.208289045
0.624867134
0.003245732
0.065868151
25.976162
-12.988081
weightage
weightage *time
0.038456513
0.038456513
0.036977416
0.073954833
0.035555208
0.106665624
0.0341877
0.1367508
0.032872788
0.164363942
0.03160845
0.189650703
0.030392741
0.212749186
0.029223789
0.233790314
0.028099797
0.252898176
0.027019036
0.270190359
0.025979842
0.285778264
0.024980618
0.29976741
0.024019825
0.312257719
0.023095985
0.323343792
0.022207678
0.33311517
0.021353537
0.341656585
0.020532247
0.349048193
0.019742545
0.355365808
0.018983216
0.360681108
0.018253093
0.36506185
0.017551051
0.368572061
0.01687601
0.371272222
0.016226933
0.373219454
0.01560282
0.37446768
0.015002712
0.375067788
0.014425684
0.375067788
0.01387085
0.374512954
0.013337356
0.373445966
0.012824381
0.37190704
0.012331135
0.369934058
0.011856861
0.367562686
0.011400828
0.364826488
0.010962334
0.361757034
0.010540706
0.358384008
0.010135294
0.354735302
0.009745475
0.350837112
0.009370649
0.346714026
0.00901024
0.342389111
0.008663692
0.337883991
0.008330473
0.333218926
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
0.200277928
0.19257493
0.185168202
0.178046348
0.171198412
0.164613858
0.158282555
0.152194765
0.14634112
0.140712615
0.135300592
0.130096723
0.125093003
0.120281733
0.115655513
0.111207224
0.106930023
0.10281733
0.098862817
0.095060401
0.091404232
0.087888684
0.08450835
0.081258029
0.07813272
0.075127616
0.072238092
0.069459704
0.066788177
0.064219401
0.061749424
0.059374446
0.057090813
0.054895013
0.052783666
0.050753525
0.048801467
0.046924487
0.045119699
0.043384326
0.041715698
0.040111248
0.038568508
0.037085104
0.035658754
0.034287263
0.032968522
0.600833783
0.577724791
0.555504607
0.534139045
0.513595236
0.493841573
0.474847666
0.456584294
0.43902336
0.422137846
0.405901775
0.390290168
0.375279008
0.3608452
0.346966538
0.333621672
0.320790069
0.308451989
0.296588451
0.285181203
0.274212695
0.263666053
0.253525051
0.243774088
0.234398161
0.225382847
0.216714276
0.208379112
0.200364531
0.192658202
0.185248272
0.178123338
0.17127244
0.164685039
0.158350999
0.152260576
0.1464044
0.140773461
0.135359098
0.130152978
0.125147095
0.120333745
0.115705524
0.111255311
0.106976261
0.102861789
0.098905567
0.00801007
0.007701991
0.00740576
0.007120923
0.006847042
0.006583694
0.006330475
0.006086995
0.00585288
0.005627769
0.005411317
0.005203189
0.005003066
0.004810641
0.004625616
0.004447708
0.004276642
0.004112156
0.003953996
0.003801919
0.003655692
0.003515088
0.003379892
0.003249896
0.0031249
0.003004712
0.002889146
0.002778025
0.002671178
0.00256844
0.002469654
0.002374668
0.002283334
0.002195514
0.002111071
0.002029876
0.001951804
0.001876734
0.001804552
0.001735146
0.00166841
0.00160424
0.001542539
0.00148321
0.001426164
0.001371311
0.001318569
0.328412884
0.32348361
0.318447693
0.313320628
0.308116876
0.302849921
0.297532322
0.292175767
0.286791117
0.281388459
0.275977142
0.270565826
0.265162514
0.259774596
0.254408882
0.249071633
0.243768596
0.238505037
0.233285762
0.228115152
0.222997184
0.217935457
0.212933217
0.207993374
0.203118529
0.19831099
0.193572791
0.188905708
0.184311282
0.179790827
0.175345449
0.170976061
0.166683393
0.162468007
0.158330308
0.154270557
0.150288877
0.14638527
0.14255962
0.138811704
0.135141202
0.131547704
0.128030715
0.124589667
0.121223921
0.117932774
0.114715466
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
0.031700502
0.030481252
0.029308896
0.028181631
0.027097722
0.026055502
0.025053367
0.024089776
0.023163246
0.022272352
0.021415723
0.020592042
0.01980004
0.0190385
0.01830625
0.017602164
0.016925157
0.01627419
0.015648259
0.015046403
0.014467695
0.013911246
0.013376198
0.012861729
0.012367047
0.011891391
0.01143403
0.010994259
0.010571403
0.010164811
0.009773857
0.009397939
0.00903648
0.008688923
0.008354734
0.008033398
0.007724421
0.007427328
0.007141661
0.006866982
0.006602867
0.006348911
0.006104722
0.005869925
0.005644159
0.005427076
0.005218342
0.095101506
0.091443756
0.087926689
0.084544893
0.081293166
0.078166506
0.075160102
0.072269329
0.069489739
0.066817057
0.06424717
0.061776125
0.05940012
0.0571155
0.05491875
0.052806491
0.050775472
0.048822569
0.046944778
0.04513921
0.043403086
0.041733737
0.040128593
0.038585186
0.03710114
0.035674173
0.034302089
0.032982778
0.03171421
0.030494433
0.02932157
0.028193817
0.02710944
0.026066769
0.025064201
0.024100193
0.023173263
0.022281983
0.021424984
0.020600946
0.019808602
0.019046733
0.018314166
0.017609775
0.016932476
0.016281227
0.015655026
0.001267854
0.001219091
0.001172203
0.001127118
0.001083767
0.001042084
0.001002004
0.000963465
0.000926409
0.000890778
0.000856517
0.000823574
0.000791898
0.00076144
0.000732154
0.000703995
0.000676918
0.000650883
0.000625849
0.000601777
0.000578632
0.000556377
0.000534978
0.000514402
0.000494617
0.000475593
0.000457301
0.000439713
0.000422801
0.000406539
0.000390903
0.000375868
0.000361412
0.000347512
0.000334146
0.000321294
0.000308936
0.000297054
0.000285629
0.000274643
0.00026408
0.000253923
0.000244157
0.000234766
0.000225737
0.000217055
0.000208706
0.111571187
0.108499079
0.10549824
0.102567733
0.099706588
0.096913803
0.094188353
0.091529189
0.088935244
0.086405436
0.083938667
0.08153383
0.079189812
0.07690549
0.074679741
0.072511438
0.070399454
0.068342666
0.06633995
0.064390191
0.062492277
0.060645105
0.058847579
0.057098613
0.05539713
0.053742064
0.052132363
0.050566985
0.049044902
0.047565099
0.046126575
0.044728345
0.043369436
0.042048892
0.040765773
0.039519152
0.038308121
0.037131786
0.03598927
0.03487971
0.033802263
0.0327561
0.031740407
0.030754388
0.029797264
0.02886827
0.027966658
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
0.005017636
0.00482465
0.004639087
0.004460661
0.004289097
0.004124131
0.003965511
0.003812991
0.003666338
0.003525325
0.003389735
0.003259361
0.003134001
0.003013462
0.00289756
0.002786115
0.002678957
0.00257592
0.002476846
0.002381583
0.002289984
0.002201907
0.002117219
0.002035787
0.001957488
0.0018822
0.001809807
0.001740199
0.001673269
0.001608912
0.001547031
0.00148753
0.001430317
0.001375305
0.001322409
0.001271547
0.001222641
0.001175616
0.0011304
0.001086923
0.001045119
0.001004922
0.000966271
0.000929107
0.000893372
0.000859011
0.000825972
0.015052909
0.014473951
0.013917261
0.013381982
0.01286729
0.012372394
0.011896533
0.011438974
0.010999013
0.010575975
0.010169206
0.009778083
0.009402003
0.009040387
0.00869268
0.008358346
0.008036871
0.007727761
0.007430539
0.007144749
0.006869951
0.006605722
0.006351656
0.006107362
0.005872463
0.005646599
0.005429422
0.005220598
0.005019806
0.004826737
0.004641093
0.004462589
0.004290951
0.004125915
0.003967226
0.00381464
0.003667923
0.003526849
0.003391201
0.00326077
0.003135356
0.003014766
0.002898813
0.00278732
0.002680116
0.002577034
0.002477917
0.000200679
0.000192961
0.000185539
0.000178403
0.000171541
0.000164944
0.0001586
0.0001525
0.000146634
0.000140995
0.000135572
0.000130357
0.000125344
0.000120523
0.000115887
0.00011143
0.000107144
0.000103023
9.90609E-05
9.52509E-05
9.15874E-05
8.80648E-05
8.46777E-05
8.14209E-05
7.82893E-05
7.52782E-05
7.23828E-05
6.95989E-05
6.6922E-05
6.43481E-05
6.18732E-05
5.94934E-05
5.72052E-05
5.5005E-05
5.28894E-05
5.08552E-05
4.88993E-05
4.70185E-05
4.52101E-05
4.34713E-05
4.17993E-05
4.01916E-05
3.86458E-05
3.71594E-05
3.57302E-05
3.4356E-05
3.30346E-05
0.027091697
0.026242669
0.025418875
0.024619629
0.023844262
0.023092118
0.02236256
0.021654961
0.020968712
0.020303218
0.019657897
0.019032181
0.018425518
0.017837367
0.017267201
0.016714508
0.016178787
0.015659549
0.01515632
0.014668635
0.014196044
0.013738107
0.013294396
0.012864494
0.012447995
0.012044504
0.011653637
0.011275019
0.010908287
0.010553085
0.01020907
0.009875907
0.00955327
0.009240841
0.008938314
0.008645388
0.008361772
0.008087184
0.007821349
0.007563999
0.007314875
0.007073725
0.006840305
0.006614376
0.006395707
0.006184074
0.00597926
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
103
0.000794204
0.000763658
0.000734287
0.000706045
0.000678889
0.000652778
0.000627671
0.00060353
0.000580317
0.000557997
0.000536536
0.0005159
0.000496058
0.000476979
0.000458633
0.000440993
0.000424032
0.000407723
0.000392042
0.002382613
3.1764E-05
0.002290974 3.05423E-05
0.00220286 2.93676E-05
0.002118134 2.82381E-05
0.002036668
2.7152E-05
0.001958334 2.61077E-05
0.001883014 2.51036E-05
0.00181059
2.4138E-05
0.001740952 2.32097E-05
0.001673992
2.2317E-05
0.001609608 2.14586E-05
0.0015477 2.06333E-05
0.001488173 1.98397E-05
0.001430936 1.90766E-05
0.0013759 1.83429E-05
0.00132298 1.76374E-05
0.001272097 1.69591E-05
0.00122317 1.63068E-05
0.040380284 0.000538333
75.00980104
0.005781052
0.005589246
0.005403643
0.005224048
0.005050276
0.004882142
0.004719471
0.004562091
0.004409835
0.004262543
0.004120058
0.003982227
0.003848905
0.003719946
0.003595215
0.003474574
0.003357896
0.003245053
0.107666686
26.01254369
-13.00627185
As the maturity increases the duration also increases but at a decreasing rate, the reason being that the weighatg
As the coupon rate increases , the duration decreases, reason being that the cash flow in a period increases , incre
As YTM increases , the duration decreases
he reason being that the weighatge of time and present value move upwards as the maturity increases
h flow in a period increases , increasing the cash inflow so the weightage shifts upwards and duration comes down

Fmi Assignment2

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Duration

Maturity (Number of years)

Zero coupon Bond

Zero coupon Bond

Bond at Premium (C > YTM)

Bond at PAR (C = YTM)

Bond at Discount (C < YTM)

Zero coupon Bond

Bond at PAR (C = YTM)

Premium bond Coupon rate

Discount bond Coupon rate

Premium bond Coupon rate

Discount bond Coupon rate

Time Cash flow

Discount factor Present value of cash flow

Premium bond Coupon rate

Present value of cash flow

Discount factor Present value of cash flow

Discount bond coupon rate

Discount factor Present value cash flow

Present value cash flow

Discount factor Present value cash flow

Discount factor Present value cash flow

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