Bonds
Table 7-1 Bond Menu
Variable | Description |
Call= | Call value. Default is set for a call price per |
| $100.00 face value. A bond at maturity has a call |
| value of 100% of its face value. Note: Input only. |
|
|
Yield%= | Yield% to maturity or yield% to call date for given |
| price. Note: Input/Output. |
|
|
Price= | Price per $100.00 face value for a given yield. |
| Note: Input/Output. |
|
|
Accrued= | Interest accrued from the last coupon or payment |
| date until the settlement date for a given yield. |
| Note: Input/Output. |
|
|
Actual/Cal.360 | Actual |
| |
|
|
Annual/Semiannual | Bond coupon (payment) frequency. |
|
|
What price should you pay on April 28, 2010 for a 6.75% U.S. Treasury bond maturing on June 4, 2020, if you want a yield of 4.75%? Assume the bond is calculated on a semiannual coupon payment on an actual/actual basis. See
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