nominal 1000 kupon 0.07 roky 1 2 3 4 5 6 ytm0 0.08 CF 70 70 70 70 70 1070 ytm1 0.09 DCF 64.81481481 60.01371742 55.56825687 51.4520897 47.64082379 674.2815008 ytm2 0.07 P0 953.7712034 t*DCF 64.81481481 120.0274348 166.7047706 205.8083588 238.204119 4045.689005 Durace(roky) 5.075901312 t*(1+t)*DCF 129.6296296 360.0823045 666.8190825 1029.041794 1429.224714 28319.82303 CX 33.48247509 MD -4.699908622 $D -44.82637502 64.22018349 58.91759953 54.0528436 49.58976477 45.49519704 638.0060398 P1 910.2816282 aproxim_MD 908.9448283 65.42056075 61.14071098 57.14085138 53.40266484 49.90903256 712.9861795 P2 1000 aprox_MD 998.5975784 delta_P 43.229644 0.04867321 0.001674124 46.42310605 1.596731028 aprox_CX 910.5415594 -43.229644 910.5415594 910.5415594 1000.194309 delta_P(ytm1) -43.229644 aprox_P1 (s CX) 910.5415594 delta_P(ytm2) 46.42310605 aprox_P2(s CX) 1000.194309