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5.022003
3.032022
6
5.7
3.032006
102.75
Example: A Zero-Coupon Bond. Calculate the price of a zero-coupon,
semi-annual bond using a 30/360 calendar basis. The bond was
purchased on May 19, 2003 and will mature on June 30, 2017, and
has a yield to maturity of 10%.
Keys:
@c
e
5.192003
6.302017
0
10
File name : English-M02-1-040308(Print).doc
Stores maturity date.
Display:
Print data : 2004/3/9
Stores purchase date
(MM.DDYYYY format).
Stores annual coupon
rate.
Stores yield.
Calculates price.
Changes maturity date
to call date and stores
a call value.
Calculates yield to call.
Description:
Clears BOND
variables, setting CALL
to 100.
Sets type if necessary
(check the display).
Purchase date
(MM.DDYYYY format).
Maturity date.
Coupon rate is zero.
Yield to maturity.
Calculates price.
8: Bonds 113
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