Package com.imsl.test.example.finance
Class BondYieldEx6
java.lang.Object
com.imsl.test.example.finance.BondYieldEx6
Computes the yield of a bond with an odd short last coupon and multiple coupon periods.
This example calculates the yield 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 |
| Price | 96.974120 |
| 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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BondYieldEx6
public BondYieldEx6()
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Method Details
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main
- Throws:
ParseException
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