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@David Harper CFA FRM Thanks so so very much David for putting this together! That was indeed very helpful :) :)

@David Harper CFA FRM Quick Question on the calculation of the Realized Return:- The Realized Return Formula used is : { [ (FV + Coupon ) / PV ] ^ (1/mT) } * m => How do we deduce this formula for Realized Return?- especially the power component of (1/MT)...?? Also, how does this formula...

@David Harper CFA FRM Thanks so much David !

@Nicole Manley Thanks so much as usual for pointing to the spreadsheet bundles. Yes I am aware of these. But for this particular Problem Statement, it did not point to any spreadsheet.... :( I looked in T4.c bundle....to see if I could find the relevant sheet...so far did not....if someone is...

@Deepak Chitnis Thanks so very much. That for sure helped a lot. By any chance for a clearer and theoretical understanding, what would be the formula to derive the Realized Return given the Yield? Also, I see that we are computing the PV so is the Realized Return = the same as the Bond Price...

Please refer to the last slide from Tuckman -Chapter 3. Where can I find the solution to the problem statement below- Rate of ReInvestment of Coupons? I have not been able to locate the same in the Learning Spreadsheet but I might have missed seeing the correct sheet..any inputs would be much...

@David Harper CFA FRM Thanks so much. Yes I did find it -Thank You ! :-)

@David Harper CFA FRM Thanks so very David ! That helps a lot :)

Hi, Please refer to the example in Learning Spreadsheet T4.C Bundle -Tab/Sheet =4c.1 Table 1.3 (rich_cheap). Thanks to all the help, I understood the previous example but bumped into an issue in the next one. My question is:- How are we deriving the Discount Factors for the 1 Year and 1.5 Years...

@Nicole Manley Hi Nicole...may be am missing seeing something...please bear with me Think am looking at T4.c bundle and sheet "Tuckman T2.1" which look the closest to the problem described in the Instructional video)Please refer screenshot below). But the numbers are not the same...that's making...

@Nicole Manley Hi Nicole- cant thank you enough for all the help and guidance so far. I have a quick question for ya..I was trying to find the Learning Spreadsheet for the Tuckman Chapters 1,2,3 &4 to try and validate some of the formulas I've been using in the examples used in the Instructional...

@ShaktiRathore Got it buddy :-) Clear as the sky :-) Thanks so very much. Am so very grateful. :-)

@ShaktiRathore As always Shakthi - my heartfelt gratitude to you and all other active members for coming to the rescue :) - I missed the fact we have to factor in the discount factors individually for each interim period. Thanks so so very much ! One quick question though....Where did you get...

In reference to Tuckman-Chapters 1, 2, 3, 4 :- I followed all the steps described for deducing the Discount Factor, the SpotRate in case of the first .5 Bond which had a Bond Price of 101.40. I tried to use the same logic to derive the discount factor for the 2nd Bond with Bond Price= 108.98. I...

@QuantMan2318 Thanks so much for that little piece of background behind :oops:- yes I was curious - you bet :) but hesitated to ask another dumb question... ;)

@brian.field Thanks so much !

In reference to:- Instructional Video: Tuckman, Chapters 1, 2, 3, 4 The market price of the Bond is given at 101 12 3/4 which translates to 101.40. 12 3/4 =12.75. My question is why are we dividing 12.75 by 32 ? Where did the 32 come from ?

@David Harper CFA FRM Thanks so much for the clarification :)

Thanks so much @ShaktiRathore :) :oops:

@Nicole Manley My bad :( Thanks so very much for pointing that out...completely overlooked that.... :(