Casio CLASSPAD 330 3.04 - Manual (Page 866)

20060301
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 Interval] in the [Format] tab.)
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
S Price per $100 of face value (PRC)
Bond Interval Setting: Date
• For one or fewer coupon period to redemption
• For more than one coupon period to redemption
15-10-4
Bond Calculation
PRC = – + ( )
RDV +
M
CPN
1+ (
)
D
B
M
YLD/ 100


D
A
M
CPN
+


D
A CPN
PRC = –
INT = –
–
RDV
(1+ )
M
YLD/ 100
(1+ )
M
YLD/ 100
M
CPN
 
N
k =1 (N–1+B/D) (k–1+B/D)
CST = PRC + INT


D
A
M
CPN
M
Calculation Formulas
D
Issue date
Redemption date (d2)
Purchase date (d1) Coupon Payment dates
A B