Class BondYieldEx4

java.lang.Object
com.imsl.test.example.finance.BondYieldEx4

public class BondYieldEx4 extends Object

Computes the yield of a bond with an odd long last coupon and one coupon period.

This example calculates the yield of an odd long last coupon with one coupon period to redemption.
Settlement02/07/1993
Maturity06/15/1993
Last Coupon10/15/1992
Rate0.0375
Price99.878286
Redemption Value100.0
Payment FrequencyBond.SEMIANNUAL
Day Count BasisDayCountBasis.Basis30e360
See Also: