Difference between revisions of "Manuals/calci/ODDLPRICE"
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(Created page with "<div id="6SpaceContent" class="zcontent" align="left"> <font color="#000000"><font face="Arial, sans-serif">'''<font size="2">ODDLPRICE(settle, M, LI, R,yield, redem, F, ...") |
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| − | <div | + | <div style="font-size:30px">'''ODDLPRICE(settle, M, LI, R,yield, redem, F, basis)'''</div><br/> |
| − | + | *settle is the security's settlement date | |
| + | *M is the security's maturity date | ||
| + | *LI is the security's last coupon date | ||
| + | *R is the security's interest rate | ||
| + | *yield is the security's annual yield | ||
| + | *redem is the security's redemption value | ||
| + | *F is the number of coupon payments per year | ||
| + | *basis is the type of day count basis to use. | ||
| − | + | *This function computes the price per $100 face value of a security having an odd last coupon period. | |
| + | *ODDLPRICE shows the error value when | ||
| + | *'settle', 'M', 'I', or 'FC' is not a valid date or 'R' or 'Yield' < 0. | ||
| + | *Basis must between 0 and 4. | ||
| + | *M > settle > LI | ||
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ODDLPRICE | ODDLPRICE | ||
| − | + | Lets see an example | |
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| − | + | ODDLPRICE(settle, M, LI, R,yield, redem, F, basis) | |
| + | '''B''' | ||
<font color="#000000"><font face="Arial, sans-serif"><font size="2">01-08-2008</font></font></font> | <font color="#000000"><font face="Arial, sans-serif"><font size="2">01-08-2008</font></font></font> | ||
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<font color="#000000"><font face="Arial, sans-serif"><font size="2">0</font></font></font> | <font color="#000000"><font face="Arial, sans-serif"><font size="2">0</font></font></font> | ||
| − | <font color="#000000"><font face="Arial, sans-serif"><font size="2"> | + | <font color="#000000"><font face="Arial, sans-serif"><font size="2">UNIQ3ca8cc865116b625-nowiki-00000002-QINU</font></font></font> |
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Revision as of 04:11, 28 February 2014
ODDLPRICE(settle, M, LI, R,yield, redem, F, basis)
- settle is the security's settlement date
- M is the security's maturity date
- LI is the security's last coupon date
- R is the security's interest rate
- yield is the security's annual yield
- redem is the security's redemption value
- F is the number of coupon payments per year
- basis is the type of day count basis to use.
- This function computes the price per $100 face value of a security having an odd last coupon period.
- ODDLPRICE shows the error value when
- 'settle', 'M', 'I', or 'FC' is not a valid date or 'R' or 'Yield' < 0.
- Basis must between 0 and 4.
- M > settle > LI
ODDLPRICE
Lets see an example
ODDLPRICE(settle, M, LI, R,yield, redem, F, basis) B
01-08-2008
05-18-2008
11-15-2007
4.35%
5.25%
$100
2
0
?UNIQ3ca8cc865116b625-nowiki-00000002-QINU?
Syntax
Remarks
Examples
Description
| Column1 | Column2 | Column3 | Column4 | |
| Row1 | 01-08-2008 | 99.6691 | ||
| Row2 | 05-18-2008 | |||
| Row3 | 11-15-2007 | |||
| Row4 | 4.35% | |||
| Row5 | 5.25% | |||
| Row6 | $100 | |||
| Row7 | 2 | |||
| Row8 | 0 | |||
| Row9 | ||||
| Row10 |
