Today is May15,2000, and the current , semi-annually compounded yield curve is in Table3.6.Compute the duration for
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Question:
Today is May15,2000, and the current , semi-annually compounded yield curve is in Table3.6.Compute the duration for the following securities:
(d) 6-year coating rate bond with a zero spread, paying semi annually
(f)41/4year coating rate bond with 50 basis point spread , paid semi annually
Please explain using excel. Thank you.
Related Book For
Fixed Income Securities Valuation Risk and Risk Management
ISBN: 978-0470109106
1st edition
Authors: Pietro Veronesi
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