求教怎么计算bond yield

zzaladdin

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？

coolzwy

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]

mythralf

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.