BOND CALCULATIONS & GRAPHING

[Chuckles123]

I am looking for a template that would graph price vs. time for
corporate or municipal bond. This graph would show the amortization o
a premium for bonds purchased above PAR and would show the accrual o
original issue discount for OID bonds purchased below PAR. An
optional call features or mandatory put features would be considered i
the calculations.

Chuckles12

 

[Myrna Larson]

You may look for a long time.

There's a book dealing with the federal tax rules for bonds. It's more than
1200 pages!

I wrote VBA code to calculate amortized premiums and accrued interest for my
brother, who's a CPA. The VBA code is > 87k and more than 57 pages! I spent
several weeks on it.

This is a very complex subject: There are rules for taxable vs tax exempt
bonds, whether the basis is adjusted daily or only at the time a coupon is
received, whether you should amortize to a call date or to the redemption date
(and that's different depending on the tax status), what you are supposed to
do if you amortized to a call date and the bond isn't called, etc, etc, etc,
etc.