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HP12C Bond Duration
12-01-2016, 09:05 PM (This post was last modified: 12-02-2016 01:06 AM by SlideRule.)
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RE: HP12C Bond Duration
(12-01-2016 08:11 PM)John Liu Wrote:  I am looking for a HP12C program for bond duration and convexity that will accomodate bonds with semi-annual coupons ... Is there such a program out there?
The conversation on this previous POST may be of interest
17Bii - Bond Duration
or
Fixed-Income Securities, Lionel Martellini, Philippe Priaulet & St´ephane Priaulet, John Wiley & Sons ISBN 0-470-85277-1
Bond Math, DONALD J. SMITH, John Wiley & Sons ISBN 978-1-118-86632-0
however, my favorite (with Hp financial calculator examples) is
Mastering Financial Calculations, Robert Steiner, Prentice Hall ISBN 0 273 62587 X

Okay, maybe a teenie bit too eclectic, so..
HP 12C Bond Valuation - TVMCalcs
&
HP 12C Bond Yield Calculations - TVMCalcs

Until I can read up a little, it's a start.

BEST!
SlideRule
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HP12C Bond Duration - John Liu - 12-01-2016, 08:11 PM
RE: HP12C Bond Duration - SlideRule - 12-01-2016 09:05 PM



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