Casio – Casio FX-CG10 User Manual
Page 282
CASIO
7-18
PRC
: price per $100 of face value
CPN
: coupon rate (%)
YLD
: annual yield (%)
A
: accrued days
M
: number of coupon payments per year (1=annual, 2=semi annual)
N
: number of coupon payments between settlement date and maturity date
RDV
: redemption price or call price per $100 of face value
D
: number of days in coupon period where settlement occurs
B
: number of days from settlement date until next coupon payment date = D − A
INT
: accrued interest
CST
: price including interest
• For one or fewer coupon period to redemption
• For more than one coupon period to redemption
u Annual Yield (YLD)
YLD is calculated using Newton’s Method.
Press
4(BOND) from the Financial 2 screen to display the following input screen for Bond
calculation.
6( g) 4(BOND)
PRC =
+ (
– )
RDV
+
M
CPN
1+ (
×
)
D
B
M
YLD/
100
×
D
A
M
CPN
PRC =
+ (
– )
RDV
+
M
CPN
1+ (
×
)
D
B
M
YLD/
100
×
D
A
M
CPN
×
D
A
M
CPN
INT =
–
CST = PRC
+ INT
+
×
D
A
M
CPN
PRC =
–
–
RDV
(1+
)
M
YLD/
100
(1+
)
M
YLD/
100
M
CPN
Σ
N
k
=1
(N–1+B/D )
(k–1+B/D )
×
D
A
M
CPN
INT =
–
CST = PRC
+ INT
+
×
D
A
M
CPN
PRC =
–
–
RDV
(1+
)
M
YLD/
100
(1+
)
M
YLD/
100
M
CPN
Σ
N
k
=1
(N–1+B/D )
(k–1+B/D )