Written by Calculates the price per $100 face value of a security with a non-standard first period.
Determines the value of a security that offers periodic interest payments, like a US Treasury Bond, according to anticipated yield.
Determines the modified Macaulay duration of an investment that pays interest periodically, such as a U.S. Treasury Bond, according to anticipated yield.
Determines the final coupon or interest payment date preceding the settlement date.
Determines the total number of days from the settlement date to the upcoming coupon or interest payment date.
Determines the number of days from the initial coupon or interest payment to the settlement date.