Example: Bond Price - Odd Long Last Coupon

This example calculates the price 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
Yield 0.0405
Redemption Value 100.0
Payment Frequency Bond.SEMIANNUAL
Day Count Basis DayCountBasis.Basis30e360 

import com.imsl.finance.*;
import java.text.*;
import java.util.*;

public class OddLongLastOneCoupPriceEx {

    static final DateFormat dateFormat
            = DateFormat.getDateInstance(DateFormat.SHORT, Locale.US);

    static private GregorianCalendar parse(String s) throws ParseException {
        GregorianCalendar cal = new GregorianCalendar();
        cal.setTime(dateFormat.parse(s));
        return cal;
    }

    public static void main(String args[]) throws ParseException {
        GregorianCalendar settlement = parse("02/07/1993");
        GregorianCalendar maturity = parse("06/15/1993");
        GregorianCalendar lastCoupon = parse("10/15/1992");
        double price = Bond.price(settlement, maturity, lastCoupon, 0.0375,
                0.0405, 100.0, Bond.SEMIANNUAL,
                DayCountBasis.Basis30e360);
        System.out.println("The price is " + price);
    }
}

Output

The price is 99.87828601472134
Link to Java source.