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Finance

  

ParCoupon

  

construct a coupon at par on a term structure

 

Calling Sequence

Parameters

Description

Examples

Compatibility

Calling Sequence

ParCoupon(nominal, rate, startdate, enddate, paymentdate)

Parameters

nominal

-

non-negative constant; nominal value

rate

-

non-negative constant, yield term structure or benchmark rate; rate

startdate

-

a string containing a date specification in a format recognized by ParseDate or a date data structure; accrual start date

enddate

-

a string containing a date specification in a format recognized by ParseDate or a date data structure; accrual end date

paymentdate

-

a string containing a date specification in a format recognized by ParseDate or a date data structure; payment date

Description

• 

The ParCoupon command constructs a coupon at par on a term structure.

• 

The interest is accrued between startdate and enddate.

• 

The optional parameter paymentdate can be used to specify when the accrued interest will be payed. By default paymentdate is equal to enddate.

Examples

withFinance:

SetEvaluationDateJanuary 1, 2005:

EvaluationDate

January 1, 2005

(1)

paymentdateJanuary 1, 2015

paymentdateJanuary 1, 2015

(2)

startdateJanuary 1, 2006

startdateJanuary 1, 2006

(3)

enddateJanuary 1, 2010

enddateJanuary 1, 2010

(4)

rateBenchmarkRate6,Months,USDLIBOR,0.05

ratemoduleend module

(5)

couponParCoupon100,rate,startdate,enddate,paymentdate

coupon22.15700851 on January 1, 2015

(6)

FormatDatecoupondate

January 1, 2015

(7)

couponamount

22.15700851

(8)

NetPresentValuecoupon,0.05

13.43890499

(9)

Compatibility

• 

The Finance[ParCoupon] command was introduced in Maple 15.

• 

For more information on Maple 15 changes, see Updates in Maple 15.

See Also

Finance[CompoundFactor]

Finance[DiscountFactor]

Finance[FixedCouponBond]

Finance[FixedRateCoupon]

Finance[FloatingRateBond]

Finance[InArrearIndexedCoupon]

Finance[NetPresentValue]

Finance[ParseDate]

Finance[SimpleCashFlow]

Finance[UpFrontIndexedCoupon]

Finance[ZeroCurve]

 


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