HP-92 Simulation Attempt
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05-29-2017, 08:04 AM
Post: #14
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RE: HP-92 Simulation Attempt
(05-29-2017 03:47 AM)bshoring Wrote: I appreciate all your efforts. The HP-92 is turning out to be a far more complex machine than previously thought. Seems to be. I will need to look into the mathematics of bonds a little deeper. The problems always seem to focus on the 'E' value. DIS = days between issue and settlement date E = days in coupon period at settlement DSC = E - DIS, and is supposed to be days between settlement and next 6 month coupon date (but DSC is not used with bond terms < 6 months) The only dates given for these problems as far as I can tell are the settlement and maturity dates, so I'm not sure how the coupon dates and E fit in. I think the issue date is where the coupon period starts from ?? cheers Tony |
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