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Finance

  

UpFrontIndexedCoupon

  

construct an up-front indexed coupon

 

Calling Sequence

Parameters

Description

Examples

Compatibility

Calling Sequence

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

Parameters

nominal

-

non-negative constant; nominal value

rate

-

yield term structure or benchmark rate; interest 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 UpFrontIndexedCoupon command constructs an up-front indexed coupon.

• 

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 2, 2005:

startdateJanuary 2, 2006

startdate:=January 2, 2006

(1)

enddateJanuary 2, 2010

enddate:=January 2, 2010

(2)

paymentdateJanuary 2, 2015

paymentdate:=January 2, 2015

(3)

rateBenchmarkRate6,Months,USDLIBOR,0.05

rate:=moduleend module

(4)

couponUpFrontIndexedCoupon100,rate,startdate,enddate,paymentdate

coupon:=20.26527080 on January 2, 2015

(5)

NetPresentValuecoupon,0.05

12.29150807

(6)

coupon2UpFrontIndexedCoupon100,0.05,startdate,enddate,paymentdate

coupon2:=20.26527080 on January 2, 2015

(7)

NetPresentValuecoupon,0.05

12.29150807

(8)

Compatibility

• 

The Finance[UpFrontIndexedCoupon] 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[ParCoupon]

Finance[ParseDate]

Finance[SimpleCashFlow]

Finance[ZeroCouponBond]

Finance[ZeroCurve]

 


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