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Basic Interest Rate Analysis

Perform fundamental interest rate calculations, including rate conversions, bond pricing, and basic sensitivity analysis.

Continuous Compounding to m-Compounding Rate

Convert m-compounding rates to continuous compounding rates.

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m-Compounding to Continuous Rate

Convert m-compounding rates to continuous compounding rates.

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Bond Pricing

Calculate the price of bonds based on market rates.

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Duration and Convexity

Compute Macaulay, Modified Duration for bonds & Convexity.

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