a d cpn m 2 10 2 bonds press 4bond from the financial

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Unformatted text preview: n payment date = D – A accrued interest price including interest • Less than six months to redemption RDV + PRC = 1+ ( B D × CPN M YLD/100 M –( ) A D × CPN M ) • Six months or more to redemption CPN RDV M +Σ N PRC = (1+ INT = A D × YLD/100 M ) (N–1+B/D ) CPN M CST = PRC + INT 20011101 20010101 k=1 (1+ YLD/100 M – ) (K–1+B/D ) A D × CPN M 2-10-2 Bonds Press 4(BOND) from the Financial 2 screen to display the following input screen for band calculation. 6( g)4(BOND) d1 ................................ purchase date d2 ................................ redemption date RDV ............................ redemption price or call price per $100 of face value CPN ............................ annual coupon rate (%) PRC ............................ price per $100 of face value YLD ............................. yield to maturity (%) To input a date, first highlight d1 or d2. Pressing a number key to input the month causes an input screen like the one shown below to appear on the display. Input th...
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This note was uploaded on 03/17/2013 for the course EE 410 taught by Professor Ertuğruleriş during the Spring '13 term at Istanbul Kültür Üniversitesi.

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