public class BondYieldEx3 extends Object
Computes the yield of a bond with an odd long last coupon and multiple periods.
This example calculates the yield of an odd long last coupon with multiple coupon periods to redemption.Settlement | 02/25/1993 |
Maturity | 09/15/2004 |
Last Coupon | 12/15/2003 |
Rate | 0.06875 |
Price | 85.334452 |
Redemption Value | 100.0 |
Payment Frequency | Bond.SEMIANNUAL |
Day Count Basis | DayCountBasis.Basis30e360 |
Constructor and Description |
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BondYieldEx3() |
public static void main(String[] args) throws ParseException
ParseException
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