Module № 02
The P&L.
Total return, attributed. Enter a buy, a sell, and two settlement dates · receive the gain split between carry and market move using the repriced-entry method. The canonical example below · 6% bond, one-year hold, yields down 100 bp · solves on page load.
§ A · The Bond
§ B · The Purchase
§ C · The Sale
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Enter the trade details and click Calculate.