HP12C Bond Duration

[John Liu]

I am looking for a HP12C program for bond duration and convexity that will accomodate bonds with semi-annual coupons.

In a perfect world, the program would also calculate yield to maturity, so that instead of inputting YTM I could simply input price.

And in an even more perfect world, the program would calculate the number of coupon payments, so that I could simply input settlement data and maturity date.

Is there such a program out there? I have been using a program generously published by Tony Hutchins, but it uses annual coupons. For longer maturity bonds the duration result is close enough to actual, but for shorter maturity the difference between annual and semi annual becomes significant.

Thank you all very much.