Pricing a bond with different YTM (at cross sectional level)
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Dear Sir or Madam
I was wondering if there is a function in matlab that prices bonds with different YTM?. For example:
Bond price= coupon/(YTM_1) +coupon/(YTM_2)^2+.................+coupon/(YTM_n)^n
Thank you very much
S
回答（3 个）
Oleg Komarov
2011-6-29
N = 100;
C = 5; %Semi-annual
YTM = rand(1,10)*.1;
P = sum([C./(1+YTM(1:9)).^(1:9), (N+C)/(1+YTM(10))^10]);
Fangjun Jiang
2011-6-29
0 个投票
Saad
2011-6-30
0 个投票
1 个评论
Oleg Komarov
2011-7-6
You can still apply a vectorized solution from my example.
To be more precise you need to provide an example on how you stored all of that info.
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