Bond Pricing and YTM on HP 12c

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  • Опубликовано: 29 окт 2024

Комментарии • 12

  • @thewills9481
    @thewills9481 8 месяцев назад +1

    Outstanding; exactly what I needed! Thank you

  • @robertohomar7234
    @robertohomar7234 11 месяцев назад +1

    Do you have an example without dates. I.e. 8% cupon, 10% yield, 30 years. What's the price?

  • @bri557700
    @bri557700 11 месяцев назад

    Nice content, how do you typically discount a cash flow that has 12 days left in the month?

  • @sanjayma
    @sanjayma 8 месяцев назад

    How do you use the TVM functions when the bond settles between coupon dates?

  • @Franklin-pc3xd
    @Franklin-pc3xd 2 года назад +1

    Is the bond trading dirty or not - ie with or without accrued interest?

    • @nyikomnisi9713
      @nyikomnisi9713 2 года назад

      Want to know the same. Would be a time saver of it's the dirty price

    • @JPuig
      @JPuig Год назад

      @@nyikomnisi9713 That result includes any accrued i%

    • @matheusjose7759
      @matheusjose7759 7 месяцев назад

      Yes, to calculate the flat price you need multiply the bond price by (1+YTM)^(t/T), t are the days after the last coupon settlement. After that you will have the PV full, so you need subtracted by the accrued interest (t/T)*PMT. So Flat Price = PVfull - AI = [BondPrice*(1+YTM)^(t/T)] - (t/T)*PMT.

  • @conradtaylor355
    @conradtaylor355 Год назад

    how do you change to calculate annual bonds?

  • @josea.bocanegra6774
    @josea.bocanegra6774 2 года назад +1

    Tanto demoras por indicar los benditos botones

  • @Ididitlikethis2079
    @Ididitlikethis2079 Год назад

    it doesn't work on my calculator