Chapter 04 - Table 4-1

Chapter 04 - Table 4-1 - Function Yield(AD MD CR PR RV PF...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
6c3e3617ac6733c532041f3ab0fa1ab976323109.xls/Table 4-1 1/1 Acquisition Date 1/1/2001 Basis Day Count Basis Maturity Date 12/31/2010 0 or omitted US (NASD) 30/360 Coupon Rate 10.00% 1 Actual/actual Face Value 100 2 Actual/360 Redemption Value 100 3 Actual/365 Coupon Payment/Year 1 4 European 30/360 Basis 3 Price of Bond Yield to Maturity
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: Function: Yield(AD, MD, CR, PR, RV, PF, DC) 120 7.13% 110 8.48% AD: Acquisition Date 100 10.00% MD: Maturity Date 90 11.75% CR: Coupon Rate 80 13.81% PR: Price per 100 Face Value RV: Redemption Value per 100 Face Value PF: Coupon Payment Frequency DC: Day Count Basis...
View Full Document

{[ snackBarMessage ]}

Ask a homework question - tutors are online