Casio ClassPad 330, User Manual

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20060301
PRC : price per $100 of face value
CPN : coupon rate (%)
YLD : annual yield (%)
A
: accrued days
M : number of coupon payments per year (1 = Annual, 2 = Semi-annual)
N : number of coupon payments until maturity
( n is used when “Term” is specified for [Bond Interval] in the [Format] tab.)
RDV : redemption price per $100 of face value
D
: number of days in coupon period where settlement occurs
B : number of days from purchase date until next coupon payment date = D – A
INT : accrued interest
CST : price including interest
S Price per $100 of face value (PRC)
Bond Interval Setting: Date
• For one or fewer coupon period to redemption
• For more than one coupon period to redemption
15-10-4
Bond Calculation
PRC =
– + ( )
RDV
+
M
CPN
1+ ( )
D
B
M
YLD/
100
D
A
M
CPN
+
D
A CPN
PRC = –
INT =
–
–
RDV
(1+ )
M
YLD/
100
(1+ )
M
YLD/
100
M
CPN
N
k
=1
(
N
–1+
B/D
) (
k
–1+
B/D
)
CST = PRC + INT
D
A
M
CPN
M
Calculation Formula s
D
Issue date
Redemption date (d2)
Purchase date (d1) Coupon Payment dates
A B