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Microlesson · 5-min read

Present Value of Amortized Bonds

## Present Value of Amortized Bonds

An amortized bond is one where the principal is repaid in equal instalments over the bond's life, rather than as a lump sum at maturity. Each period's cash flow = Principal instalment + Interest on the outstanding balance.

### Structure of Cash Flows

For a bond of ₹P amortized over n years at coupon rate r%:

```

Annual principal instalment = P / n

Interest in year t = r% × Outstanding balance at start of year t

Cash flow in year t = P/n + r% × Outstanding balance

```

Because the outstanding balance falls each year, the cash flows are declining — highest in year 1, lowest in year n.

### Present Value Calculation

An investor who demands a minimum return of `k%` will value the bond as:

```

PV = Σ [CF_t / (1+k)^t] for t = 1 to n

```

Since each year's cash flow is different, discount each year's cash flow individually.

### Investor vs Issuer perspective

  • The issuer (company) pays based on the coupon rate
  • The investor values the bond based on their required return
  • If required return < coupon rate → PV > face value (bond is worth more than par)
  • If required return > coupon rate → PV < face value

Worked example

### Example 1

Q5 – RBI 5-year bond, ₹5,000, 8% coupon, amortized, investor requires 6%

Annual principal = 5,000 / 5 = ₹1,000

YearOpening BalanceInterest @8%PrincipalCash Flow
15,0004001,0001,400
24,0003201,0001,320
33,0002401,0001,240
42,0001601,0001,160
51,000801,0001,080

PV at 6%: (PVIF @ 6%: 0.943, 0.890, 0.840, 0.792, 0.747)

= 1,400×0.943 + 1,320×0.890 + 1,240×0.840 + 1,160×0.792 + 1,080×0.747

= 1,320.2 + 1,174.8 + 1,041.6 + 918.72 + 806.76

= ₹5,262.08

Since required return (6%) < coupon (8%), the bond is worth more than its face value.

### Example 2

Q4 – 4-year bond, ₹20,000, 12.5% interest, investor requires 12%

Annual principal = 20,000/4 = ₹5,000

YearOpeningInterest @12.5%PrincipalCF
120,0002,5005,0007,500
215,0001,8755,0006,875
310,0001,2505,0006,250
45,0006255,0005,625

PV @ 12% (PVIF: 0.893, 0.797, 0.712, 0.636)

= 7,500×0.893 + 6,875×0.797 + 6,250×0.712 + 5,625×0.636

= 6,697.5 + 5,479.4 + 4,450 + 3,577.5

= ₹20,204.4

⚠️ Common exam mistakes

  • Applying the coupon rate to the original face value every year instead of the declining outstanding balance.
  • Discounting with a flat annuity factor (PVIFA) — this only works if cash flows are equal. Amortized bond cash flows decline each year.
  • Forgetting to include the principal repayment in each year's cash flow.
Reference:
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