5.022003



Stores purchase date

 

 

 

 

 

 

(MM.DDYYYY format).

3.032022

 

Stores maturity date.

 

 

 

 

 

 

6

 

 



Stores annual coupon

 

 

 

 

 

 

rate.

 

 

 

Stores yield.

 

 

 

 

 

 

 

 

 

5.7 

 

 

 



Calculates price.

 

 

 

 

Changes maturity date

3.032006

 

 

 

 

to call date and stores

102.75

 

 

 



a call value.

 

 

 

 

 

 

 

Calculates yield to call.

 

 



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:Display:Description:

 

Clears BOND

@c

 

variables, setting CALL

 

 

 

 

to 100.

 

Sets type if necessary

 

 

 

(check the display).

e

 

5.192003



Purchase date

 

 

(MM.DDYYYY format).

 

 

6.302017

Maturity date.

 

0

 

 



Coupon rate is zero.

 

 

 

Yield to maturity.

10



 

 

 

Calculates price.

 

 



8: Bonds 113

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