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(42) Bond Pricing
02-08-2023, 11:55 AM
Post: #1
(42) Bond Pricing
Hi all,

This is my first submission in this forum and I hope this will be useful to someone considering that there are very few finance related programs here.

Attached is a set of programs to price a bond given the yield or solve for yield given the price. Actual/Actual (e.g., US Treasury binds), 30/360 (e.g., municipal bonds) and 30E/360 (e.g., European bonds) day count conventions are supported. The program can also calculate duration and convexity for the bond.

The zip file contains the raw files that can be loaded into Free42 or the DM42. Note that some modifications are needed to run it on an HP 42s since some of the Free42 extensions are used in the program.

The PDF file contains some (minimal) documentation and the program listing.

Cheers
Sudhir


Attached File(s)
.zip  Bond.zip (Size: 2.55 KB / Downloads: 14)
.pdf  BondDoc.pdf (Size: 96.8 KB / Downloads: 31)
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(42) Bond Pricing - 2old2randr - 02-08-2023 11:55 AM



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