lognormalPart2

Lognormal

(Standard) Lognormal distribution inputs:
Mean
0
Log-
Log-
Standard Dev
1
Normal
normal
normal
Bond
Bond
Z
 pdf 
pdf
CDF
yield
Price
Zero-coupon bond inputs:
Par
100
-3.0
0.00
-2.00%
$149.18
Interest rate (r)
-2.9
0.01
-1.70%
$140.49
Mean
7%
-2.8
0.01
-1.40%
$132.31
Std Dev
3%
-2.7
0.01
-1.10%
$124.61
Term (years)
20
-2.6
0.01
-0.80%
$117.35
-2.5
0.02
-0.50%
$110.52
Bond price in column K
-2.4
0.02
-0.20%
$104.08
-2.3
0.03
0.10%
$98.02
-2.2
0.04
0.40%
$92.31
-2.1
0.04
0.70%
$86.94
-2.0
0.05
1.00%
$81.87
-1.9
0.07
1.30%
$77.11
-1.8
0.08
1.60%
$72.61
-1.7
0.09
1.90%
$68.39
-1.6
0.11
2.20%
$64.40
-1.5
0.13
2.50%
$60.65
-1.4
0.15
2.80%
$57.12
-1.3
0.17
3.10%
$53.79
-1.2
0.19
3.40%
$50.66
-1.1
0.22
3.70%
$47.71
-1.0
0.24
4.00%
$44.93
-0.9
0.27
4.30%
$42.32
-0.8
0.29
4.60%
$39.85
-0.7
0.31
4.90%
$37.53
-0.6
0.33
5.20%
$35.35
-0.5
0.35
5.50%
$33.29
-0.4
0.37
5.80%
$31.35
-0.3
0.38
6.10%
$29.52
-0.2
0.39
6.40%
$27.80
-0.1
0.40
6.70%
$26.18
0.0
0.40
0.00
7.00%
$24.66
0.1
0.40
0.28
0.01
7.30%
$23.22
0.2
0.39
0.55
0.05
7.60%
$21.87
0.3
0.38
0.64
0.11
7.90%
$20.60
0.4
0.37
0.66
0.18
8.20%
$19.40
0.5
0.35
0.63
0.24
8.50%
$18.27
0.6
0.33
0.58
0.30
8.80%
$17.20
0.7
0.31
0.53
0.36
9.10%
$16.20
0.8
0.29
0.49
0.41
9.40%
$15.26
0.9
0.27
0.44
0.46
9.70%
$14.37
1.0
0.24
0.40
0.50
10.00%
$13.53
1.1
0.22
0.36
0.54
10.30%
$12.75
1.2
0.19
0.33
0.57
10.60%
$12.00
1.3
0.17
0.30
0.60
10.90%
$11.30
1.4
0.15
0.27
0.63
11.20%
$10.65
1.5
0.13
0.24
0.66
11.50%
$10.03
1.6
0.11
0.22
0.68
11.80%
$9.44
1.7
0.09
0.20
0.70
12.10%
$8.89
1.8
0.08
0.19
0.72
12.40%
$8.37
1.9
0.07
0.17
0.74
12.70%
$7.89
2.0
0.05
0.16
0.76
13.00%
$7.43
2.1
0.04
0.14
0.77
13.30%
$6.99
2.2
0.04
0.13
0.78
13.60%
$6.59
2.3
0.03
0.12
0.80
13.90%
$6.20
2.4
0.02
0.11
0.81
14.20%
$5.84
2.5
0.02
0.10
0.82
14.50%
$5.50
2.6
0.01
0.10
0.83
14.80%
$5.18
2.7
0.01
0.09
0.84
15.10%
$4.88
2.8
0.01
0.08
0.85
15.40%
$4.60
2.9
0.01
0.08
0.86
15.70%
$4.33
3.0
0.00
0.07
0.86
16.00%
$4.08