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Price/Yield Calculator

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

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

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

Freddie Mac Pool 170174

Price / Yield Calculator

Product: FHL30 Payment Code: LEV WAC: Coupon: % Orig Term: 360 WAM (3/21): WALA (3/21): (Optional) Days to 1st Pay: Settle Date: Prepay Rate: % CPR PSA OR Yield: % Bond-Equivalent Yield Mortgage Yield Price/Yield Matrix Increments Prepayment Increment (%) Number Price (1/32) or Yield (BP) Increment Number

Price / Yield Calculated Values

Flat (Quoted) Price	102.125000
Accrued Interest	0.27778
Full Price	102.402775
Bond-Equivalent Yield	-8.4508
Mortgage Yield	-8.6035
WAL (Weighted-Average Life)	0.21 Years
Duration	0.21 Years
YV32 (Yield value of a price change of 1/32)	14.81 BP
DV01 (Dollar Value of yield change of 0.01%)	$ 0.00211

Bond-Equivalent Yield Matrix

		Prepayment Rate (CPR)
Price		6.0%	8.0%	10.0%	12.0%	14.0%
102.062500		-8.126	-8.126	-8.126	-8.126	-8.126
102.093750		-8.288	-8.288	-8.288	-8.288	-8.288
102.125000		-8.451	-8.451	-8.451	-8.451	-8.451
102.156250		-8.613	-8.613	-8.613	-8.613	-8.613
102.187500		-8.775	-8.775	-8.775	-8.775	-8.775

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