Bond Pricing Calculator

An advanced bond pricing calculator built with Python and Streamlit that helps analyze bond prices, yields, and risk metrics.

Try it out here!

Features

• Bond price calculation with different payment frequencies (Annual, Semi-annual, Quarterly, Monthly)
• Yield to Maturity (YTM) calculation
• Duration and Convexity analysis
• Price sensitivity calculator
• Interactive price-yield curve visualization
• Cash flow analysis and visualization
• Clean and dirty price calculations
• Accrued interest computation

Installation

# Clone the repository
git clone https://github.com/upspal/Bond-pricer.git

# Navigate to the project directory
cd Bond-pricer

# Install required packages
pip install -r requirements.txt

Usage

Run the Streamlit app:

streamlit run bond_pricer.py

Requirements

Create a requirements.txt file with all necessary dependencies:

streamlit
numpy
pandas
plotly