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Bond fair price

The sum of all future payments on the issue, discounted to today at the required yield.

Formula

P = \sum_{t=1}^{T}\frac{C_t}{(1+y)^{t}} + \frac{N}{(1+y)^{T}}

C_t is the coupon of the period, N the par value, y the required yield, T the number of periods. Everything that moves the price in the market enters the formula only through y.

How to read the number

A bond has a calculable anchor that a share does not: the payments are known, and only the discount rate is open to argument.

When the metric lies

For issues with a put date, amortisation or a floating coupon the direct calculation fails: the cash flow is not known in advance, and the price is worked out by scenarios instead.

Also known as: theoretical bond price, present value of a bond

Related terms