Class BondYieldEx3

java.lang.Object
com.imsl.test.example.finance.BondYieldEx3

public class BondYieldEx3 extends Object

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

This example calculates the yield of an odd long last coupon with multiple coupon periods to redemption.
Settlement02/25/1993
Maturity09/15/2004
Last Coupon12/15/2003
Rate0.06875
Price85.334452
Redemption Value100.0
Payment FrequencyBond.SEMIANNUAL
Day Count BasisDayCountBasis.Basis30e360
See Also: