EXAMEN FINAL

Fecha de valorizacion 10/29/2021 Fecha ult cupon 10/29/2021

Valor nominal S/ 2,000,000.00 YTM (ACT/360) 6.73%
Unidades(x) 2000 Precio limpio 86%
Tasa cupon 5.35% Precio full 86%
Base(dias) 360 Principal (monto) S/ 1,711,238.70
Intereses corridos 0
Total liquidacion S/ 1,711,238.70

CRONOGRAMA DE PAGOS
Fecha Cupon Principal CF
10/29/2021
2/12/2022 S/ 31,505.56 S/ 31,505.56
8/12/2022 S/ 53,500.00 S/ 53,500.00
2/12/2023 S/ 53,500.00 S/ 53,500.00
8/12/2023 S/ 53,500.00 S/ 53,500.00
2/12/2024 S/ 53,500.00 S/ 53,500.00
8/12/2024 S/ 53,500.00 S/ 53,500.00
2/12/2025 S/ 53,500.00 S/ 53,500.00
8/12/2025 S/ 53,500.00 S/ 53,500.00
2/12/2026 S/ 53,500.00 S/ 53,500.00
8/12/2026 S/ 53,500.00 S/ 53,500.00
2/12/2027 S/ 53,500.00 S/ 53,500.00
8/12/2027 S/ 53,500.00 S/ 53,500.00
2/12/2028 S/ 53,500.00 S/ 53,500.00
8/12/2028 S/ 53,500.00 S/ 53,500.00
2/12/2029 S/ 53,500.00 S/ 53,500.00
8/12/2029 S/ 53,500.00 S/ 53,500.00
2/12/2030 S/ 53,500.00 S/ 53,500.00
8/12/2030 S/ 53,500.00 S/ 53,500.00
2/12/2031 S/ 53,500.00 S/ 53,500.00
8/12/2031 S/ 53,500.00 S/ 53,500.00
2/12/2032 S/ 53,500.00 S/ 53,500.00
8/12/2032 S/ 53,500.00 S/ 53,500.00
2/12/2033 S/ 53,500.00 S/ 53,500.00
8/12/2033 S/ 53,500.00 S/ 53,500.00
2/12/2034 S/ 53,500.00 S/ 53,500.00
8/12/2034 S/ 53,500.00 S/ 53,500.00
2/12/2035 S/ 53,500.00 S/ 53,500.00
8/12/2035 S/ 53,500.00 S/ 53,500.00
2/12/2036 S/ 53,500.00 S/ 53,500.00
8/12/2036 S/ 53,500.00 S/ 53,500.00
2/12/2037 S/ 53,500.00 S/ 53,500.00
8/12/2037 S/ 53,500.00 S/ 53,500.00
2/12/2038 S/ 53,500.00 S/ 53,500.00
8/12/2038 S/ 53,500.00 S/ 53,500.00
2/12/2039 S/ 53,500.00 S/ 53,500.00
8/12/2039 S/ 53,500.00 S/ 53,500.00
2/12/2040 S/ 53,500.00 S/ 53,500.00
8/12/2040 S/ 53,500.00 S/ 2,000,000.00 S/ 2,053,500.00
DF PV (CF*DF) Dias(ATC) Dias 30/360 Dias al plazo

0.9810 30907.11 106 103 106

0.9494 50792.92 181 180 287
0.9183 49129.87 184 180 471
0.8887 47547.07 181 180 652
0.8596 45990.30 184 180 836
0.8318 44500.60 182 180 1018
0.8046 43043.57 184 180 1202
0.7786 41656.85 181 180 1383
0.7531 40292.93 184 180 1567
0.7289 38994.83 181 180 1748
0.7050 37718.07 184 180 1932
0.6823 36502.93 181 180 2113
0.6600 35307.76 184 180 2297
0.6386 34164.08 182 180 2479
0.6177 33045.49 184 180 2663
0.5978 31980.88 181 180 2844
0.5782 30933.77 184 180 3028
0.5596 29937.19 181 180 3209
0.5413 28956.99 184 180 3393
0.5238 28024.10 181 180 3574
0.5067 27106.54 184 180 3758
0.4903 26228.51 182 180 3940
0.4742 25369.74 184 180 4124
0.4589 24552.42 181 180 4305
0.4439 23748.53 184 180 4489
0.4296 22983.43 181 180 4670
0.4155 22230.92 184 180 4854
0.4021 21514.71 181 180 5035
0.3890 20810.28 184 180 5219
0.3764 20136.20 182 180 5401
0.3641 19476.91 184 180 5585
0.3523 18849.43 181 180 5766
0.3408 18232.27 184 180 5950
0.3298 17644.88 181 180 6131
0.3190 17067.16 184 180 6315
0.3087 16517.31 181 180 6496
0.2986 15976.51 184 180 6680
0.2890 593365.66 182 180 6862
Fecha Valoriz 6/22/2012 Fecha Ult Cupon 6/22/2012
Valor Nominal S/ 1,000,000.00 YTM (ACT/360) 5.1945%
Unidades 1,000 Precio (Limpio) 100.0000%
Tasa Cupon 5.20% Precio Full 100.0000%
Base (dias) 360 Principal (Monto) 1,000,000.00
Duracion McCaulay Intereses Corridos -
Duracion Modificada Total Liquidacion 1,000,000.00

Cupon Principal CF DF
6/22/2012
9/12/2012 S/ 11,844.44 S/ 11,844.44 0.9885
3/12/2013 S/ 26,000.00 S/ 26,000.00 0.9637
9/12/2013 S/ 26,000.00 S/ 26,000.00 0.9391
3/12/2014 S/ 26,000.00 S/ 26,000.00 0.9155
9/12/2014 S/ 26,000.00 S/ 26,000.00 0.8921
3/12/2015 S/ 26,000.00 S/ 26,000.00 0.8696
9/12/2015 S/ 26,000.00 S/ 26,000.00 0.8474
3/12/2016 S/ 26,000.00 S/ 26,000.00 0.8260
9/12/2016 S/ 26,000.00 S/ 26,000.00 0.8049
3/12/2017 S/ 26,000.00 S/ 26,000.00 0.7847
9/12/2017 S/ 26,000.00 S/ 26,000.00 0.7646
3/12/2018 S/ 26,000.00 S/ 26,000.00 0.7454
9/12/2018 S/ 26,000.00 S/ 26,000.00 0.7263
3/12/2019 S/ 26,000.00 S/ 26,000.00 0.7081
9/12/2019 S/ 26,000.00 S/ 26,000.00 0.6900
3/12/2020 S/ 26,000.00 S/ 26,000.00 0.6725
9/12/2020 S/ 26,000.00 S/ 26,000.00 0.6554
3/12/2021 S/ 26,000.00 S/ 26,000.00 0.6389
9/12/2021 S/ 26,000.00 S/ 26,000.00 0.6226
3/12/2022 S/ 26,000.00 S/ 26,000.00 0.6069
9/12/2022 S/ 26,000.00 S/ 26,000.00 0.5914
3/12/2023 S/ 26,000.00 S/ 26,000.00 0.5765
9/12/2023 S/ 26,000.00 S/ 1,000,000.00 S/ 1,026,000.00 0.5618
 YTM 100.0000%
4.60%
4.80%
5.00%
5.1945%
5.40%
5.60%
5.80%
6.00%

PV Dias (ACT) Dias 30/360 Dias al Plazo

11,708.61 82 80 82
25,055.69 181 180 263
24,415.50 184 180 447
23,801.70 181 180 628
23,193.55 184 180 812
22,610.48 181 180 993
22,032.76 184 180 1,177
21,475.85 182 180 1,359
20,927.12 184 180 1,543
20,401.03 181 180 1,724
19,879.76 184 180 1,908
19,380.00 181 180 2,089
18,884.82 184 180 2,273
18,410.07 181 180 2,454
17,939.68 184 180 2,638
17,486.22 182 180 2,820
17,039.44 184 180 3,004
16,611.07 181 180 3,185
16,186.65 184 180 3,369
15,779.72 181 180 3,550
15,376.54 184 180 3,734
14,989.98 181 180 3,915
576,413.75 184 180 4,099