com.imsl.test.example.finance

Class BondPriceEx3

java.lang.Object

com.imsl.test.example.finance.BondPriceEx3

public class BondPriceEx3
extends Object

Computes the price of a bond with an odd long last coupon and multiple coupon periods.

This example calculates the price of an odd long last coupon with multiple coupon periods to redemption. The settings are as follows:

Settlement	02/25/1993
Maturity	09/15/2004
Last Coupon	12/15/2003
Rate	0.06875
Yield	0.0893
Redemption Value	100.0
Payment Frequency	Bond.SEMIANNUAL
Day Count Basis	DayCountBasis.Basis30e360

See Also:

Code, Output

Constructor Summary

Constructors

Constructor and Description
BondPriceEx3()

Method Summary

Modifier and Type	Method and Description
static void	main(String[] args)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

BondPriceEx3

public BondPriceEx3()

Method Detail

main

public static void main(String[] args)
                 throws ParseException

Throws:

ParseException