Product
Securities Market
Bonds
 
EFN Characteristics

Entries

Example

Settlement Date (DD/MM/YYYY)

With Trade Date plus 2 trading days excluding Holiday, Saturday and Sunday eg. 12/08/1999

Maturity Date (DD/MM/YYYY)

eg. 23/07/2001 for Maturity on 23 July 2001

Previous Coupon Pay Date (DD/MM/YYYY)

eg. 21/07/1999 for Previous Coupon Date on 21 July 1999

Redemption Value

100

Fixed to 100

Coupon Frequency

2

Fixed to Semiannual Interest payment

Annual Coupon Rate (%)

eg. "9.72" for 9.72%  p.a

Next Coupon Pay  Date (DD/MM/YYYY)

eg. 23/01/2000 for Next Coupon Date on 23 January 2000

Input PRICE

PRICE : eg. "106" for $106

Calculation Results

Yield (%)

eg. "6.4776" for 6.4776%

 

 
Explanation and Example