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
·

Enter the trade details and click Calculate.