extracting interest rate formula of bonds in matlab

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amir khalighi 2018-3-1

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评论： amir khalighi 2018-3-2

Hi all in bonds we have a formula that we can use for calculating bonds price

</matlabcentral/answers/uploaded_files/106775/bond.price.fix.jpg> C = coupon payment

i = interest rate, or required yield

M = value at maturity (par value)

n = number of payments

My question: Is there any program to extract the "i" formula from the main formula(picture) based on other variables(not with numbers,just with m c and other variables)?to see i=... thanks all

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Torsten 2018-3-1

It's not possible to get an analytic expression for i depending on C, M, n and P, only a solution with numbers.

Best wishes

Torsten.

amir khalighi 2018-3-2

thank you

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Computational Finance Financial Instruments Toolbox Price Instruments Using Functions Interest-Rate Instruments Price Using Closed-Form Solutions Bond Futures

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