A Calculation Formulas

D 

Redemption date (d2)

A B 

Issue date 

Purchase date (d1)

Coupon Payment dates

PRC

: price per $100 of face value

CPN

: coupon rate (%)

YLD

: annual yield (%)

A

: accrued days

M

: number of coupon payments per year

(1 = Annual, 2 = Semi Annual)

N

: number of coupon payments until maturity

(

n

 is used when  Term  is specified for  Bond

Date  on the setup screen.)

RDV

: redemption price per $100 of face value

D

: number of days in coupon period where

settlement occurs

B

: number of days from purchase date until next

coupon payment date = D   A

INT

: accrued interest

CST

: price including interest

u Price per $100 of face value (PRC)

Date (Using the Setup Screen: Bond Date)

  For one or fewer coupon period to redemption

CPN

RDV + M

A

CPN

PRC =   

+ (

)

B

YLD/100

D

M

1+ (

)

D

M

E 76