| To: | s-news@wubios.wustl.edu |
|---|---|
| Subject: | yield curve estimation |
| From: | olanrewaju sanni <sanniolanrewajuk@yahoo.com> |
| Date: | Mon, 14 Aug 2006 03:16:33 -0700 (PDT) |
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Dear subscribers, How can I use s-plus command to calculate the spot and forward of a bond with coupon rate using s-plus7.0 version. For example: maturity coupon rate price yield-to-maturity 0.5 0.0 96.15 0.080 1.0 0.0 92.19 0.083 1.5 0.085 99.45 0.0890 2.0 0.09 99.64 0.0920 2.5 0.11 103.49 0.0940 Thanks for usual contribution. Lanre Sanni __________________________________________________ Do You Yahoo!? Tired of spam? Yahoo! Mail has the best spam protection around http://mail.yahoo.com |
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