Home Page →
BondCalc Reports and Graphs: Comparing Portfolios
Data for all GRAPHS can be printed by entering REPORT in the Graph
Device field on the Output Screen in Defaults. Setting Printer
Type to 123 will then make them spreadsheet importable.
Line Graphs
-----------
Each line represents a PORTFOLIO calculated with a choice of two
options. Either (1) calculate each security to maturity, or (2) on
callable issues use the call date with the lowest yield. [Option
(2) not available at this time.]
Price/Yield Convexity - puts the yield on the X-axis, calculates
the price for each yield and plots against the Y-axis. This graph
shows the sensitivity of the PORTFOLIO's price when the yield
changes. We calculate it here by combining all portfolio cash
flows and calculating the present value of the aggregate.
Eighty year securities are used as perpetuity surrogates.
Compare Prices Between 2 Portfolios - [Under Development.]
HORIZONTAL BAR CHARTS: Par Value - Press F3 from the menu for full
list of available data items. Popular ones are: 1-Coupon,
2-Maturity, 3-Average Life, 4-Modified Duration, 105-Rating,
105-Class.
HORIZONTAL BAR CHARTS: Market Value - Same as above except the
amounts used will be market values instead of Par.
Future Cash Flows Vertical Bar Chart - shows the cash amounts that
the portfolio will spin off over some chosen time horizon. There
will be a vertical bar for each periodicity chosen up to the cut
off date. Each stacked bar has Principal and Interest from the
Combined Cash Flow Report (which see above). It is also sensitive
to the Cut-off Date on the Shftf6 Parameter Screen. If these
parameters are changed while viewing the graph, the graph will be
redrawn to the new parameters. The graph can be composed of cash
flows ENDING on: 1-Maturity, 2-Next Call, 3-Worst Call, 4-First Par
Call, and 5-Specified Date. The TYPE can be either: 1-Pretax,
2-After tax, 3-After Financing, or 4-Converted back to Base
Currency.