Thread Subject: Need a bond yield function

Subject: Need a bond yield function

From: Ersen Selvi

Date: 10 Mar, 2010 12:59:06

Message: 1 of 2

Hello, i am a newbie at Matlab, i am searching for a function to cover my needs.

It is about bond yield, its maturity, face value and price.

A function that, y =yield(price, cr, maturity, cf, fv) that takes bond price, coupon rate, coupon frequency, maturity and face value, and returns the yield to maturity of the corresponding bond.

I could do something like
c./((1+y).^t)
(-t(m,:)./(1+y(m,:)))./((1+y(m,:)).^t(m,:))

but i couldn't solve the whole problem.

Is there any script that can be useful for y =yield(price, cr, maturity, cf, fv)? Thanks in advance.

Subject: Need a bond yield function

From: Cenktan Ozyildirim

Date: 12 Mar, 2010 14:42:47

Message: 2 of 2

yea man,
there is a script for the solution of this problem but unfortunately the script is at the cenktan hodja. Please email him :))))))) he will be more than happy to help his poor students :))))))

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frmsrcurl: http://compgroups.net/comp.soft-sys.matlab/Need-a-bond-yield-function

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Tag Activity for This Thread
Tag Applied By Date/Time
bond Ersen Selvi 10 Mar, 2010 08:04:05
bond yield Ersen Selvi 10 Mar, 2010 08:04:05
bndyield Ersen Selvi 10 Mar, 2010 08:04:05
face value Ersen Selvi 10 Mar, 2010 08:04:05
maturity Ersen Selvi 10 Mar, 2010 08:04:05
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