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E-76
D
Issue date
Redemption date (d2)
Purchase date (d1) Coupon Payment dates
A B
A Calculation Formulas
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 until maturity
(
n is used when “Term” is specified for “Bond
Date” on the setup screen.)
RDV :redemption price per $100 of face value
D : number of days in coupon period where
settlement occurs
B : number of days from purchase date until next
coupon payment date = D – A
INT :accrued interest
CST :price including interest
u Price per $100 of face value (PRC)
Date (Using the Setup Screen: Bond Date)
• For one or fewer coupon period to redemption
PRC = – + ( )
RDV +
M
CPN
1+ ( × )
D
B
M
YLD/100
×
D
A
M
CPN