Package com.imsl.test.example.finance
Class BondPriceEx6
java.lang.Object
com.imsl.test.example.finance.BondPriceEx6
Computes the price of a bond with an odd short last coupon and multiple coupon periods.
This example calculates the price 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 |
| Yield | 0.0725 |
| Redemption Value | 100.0 |
| Payment Frequency | Bond.SEMIANNUAL |
| Day Count Basis | DayCountBasis.Basis30e360 |
-
Constructor Summary
Constructors -
Method Summary
-
Constructor Details
-
BondPriceEx6
public BondPriceEx6()
-
-
Method Details
-
main
- Throws:
ParseException
-