Package com.imsl.test.example.finance
Class BondPriceEx4
java.lang.Object
com.imsl.test.example.finance.BondPriceEx4
Computes price of a bond with an odd long last coupon and one coupon period.
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 |
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Constructor Summary
Constructors -
Method Summary
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Constructor Details
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BondPriceEx4
public BondPriceEx4()
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Method Details
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main
- Throws:
ParseException
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