com.imsl.test.example.finance

Class BondPriceEx5

java.lang.Object

com.imsl.test.example.finance.BondPriceEx5

public class BondPriceEx5
extends Object

Computes the price of a bond with an odd short first coupon.

This example calculates the price of an odd short first coupon with the following settings:

Settlement	11/11/1992
Maturity	03/01/2005
Issue date	10/15/1992
First Coupon	03/01/1993
Rate	0.0785
Yield	0.0625
Redemption Value	100.0
Payment Frequency	Bond.SEMIANNUAL
Day Count Basis	DayCountBasis.BasisActualActual

See Also:

Code, Output

Constructor Summary

Constructors

Constructor and Description
BondPriceEx5()

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

BondPriceEx5

public BondPriceEx5()

Method Detail

main

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

Throws:

ParseException