public class BondYieldEx4 extends Object
Computes the yield of a bond with an odd long last coupon and one coupon period.
This example calculates the yield of an odd long last coupon with one coupon period to redemption.Settlement | 02/07/1993 |
Maturity | 06/15/1993 |
Last Coupon | 10/15/1992 |
Rate | 0.0375 |
Price | 99.878286 |
Redemption Value | 100.0 |
Payment Frequency | Bond.SEMIANNUAL |
Day Count Basis | DayCountBasis.Basis30e360 |
Constructor and Description |
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BondYieldEx4() |
public static void main(String[] args) throws ParseException
ParseException
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