How to deal with regular coupon period but different than 180 days for semiannual compounding in finance toolbox
4 次查看(过去 30 天)
显示 更早的评论
Mexican sovereign bonds in pesos pay interest in regular coupon periods of 182 days. I don't know how to specify this in the various functions included in the financial toolbox and I get the wrong price and cash flow dates. For instance, if I set period=2 cfdates spaces the payments 180 days apart.
Day count basis is actual/360. However 'actual' should be always 182 days.
0 个评论
回答(0 个)
另请参阅
类别
在 Help Center 和 File Exchange 中查找有关 Financial Toolbox 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!