Package com.imsl.test.example.finance

Class BondYieldEx2

java.lang.Object

com.imsl.test.example.finance.BondYieldEx2

public class BondYieldEx2
extends Object

Computes the yield of a bond with an odd long first coupon.

This example calculates the yield of an odd long first coupon with the following settings:

Settlement	11/11/1992
Maturity	03/01/2005
Issue date	06/15/1992
First Coupon	03/01/1993
Rate	0.0935
Price	112.478106
Redemption Value	100.0
Payment Frequency	Bond.SEMIANNUAL
Day Count Basis	DayCountBasis.BasisActualActual

See Also:

• Code
• Output

Constructor Summary

Constructors

Constructor	Description
BondYieldEx2()

Method Summary

Modifier and Type	Method	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 Details

BondYieldEx2

public BondYieldEx2()

Method Details

main

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

Throws:

ParseException