Board logo

标题: 求教怎么计算bond yield [打印本页]

作者: zzaladdin    时间: 2008-12-5 03:47     标题: 求教怎么计算bond yield

比如说,annual kupon 6%, face value 100, selling price 95, semmiannual kupon, maturity 4 years,怎么用计算器计算出yield啊?

作者: coolzwy    时间: 2008-12-5 05:06

你在哪里?复习到凌晨3点?可敬!我的步骤(用TI BAII Plus)

[2nd] [9]Bond
STD 12/31/2000
CPN 6
RDT 12/31/2004
RV 100
 360
 2/Y
TLD 先不输入
PRI 95
AI 0
YLD [CPT]
显示 7.469

我也刚刚开始复习不久,如果不对,请各位指正。谢谢!

[此贴子已经被作者于2008-12-5 5:07:02编辑过]


作者: mythralf    时间: 2008-12-5 10:15

TI BA2 Plus

calculate the coupon payment = 100*(6%/2) (semiannual)->MT

face value = 100 ->FV

present price = -95 ->V (Must be negative, or it will take error)

payment time = 4*2 (also semiannual) ->N

press<CPT>

press I/Y

then you get the semiannual yield to maturity.






欢迎光临 FRM论坛 (http://bbs.frmspace.com/) Powered by Discuz! 7.2