com.imsl.test.example.finance

Class BondYieldEx6

java.lang.Object

com.imsl.test.example.finance.BondYieldEx6

public class BondYieldEx6
extends Object

Computes the yield of a bond with an odd short last coupon and multiple coupon periods.

This example calculates the yield of an odd short last coupon with multiple coupon period to redemption.

Settlement	02/25/1993
Maturity	06/01/2005
Last Coupon	12/15/2004
Rate	0.06875
Price	96.974120
Redemption Value	100.0
Payment Frequency	Bond.SEMIANNUAL
Day Count Basis	DayCountBasis.Basis30e360

See Also:

Code, Output

Constructor Summary

Constructors

Constructor and Description
BondYieldEx6()

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

BondYieldEx6

public BondYieldEx6()

Method Detail

main

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

Throws:

ParseException