construct an up-front indexed coupon - Maple Help

Online Help

All Products    Maple    MapleSim


Home : Support : Online Help : Mathematics : Finance : Cash Flow Analysis : Finance/UpFrontIndexedCoupon

Finance[UpFrontIndexedCoupon] - construct an up-front indexed coupon

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:

startdate:=January 2, 2006

startdate:=January 2, 2006

(1)

enddate:=January 2, 2010

enddate:=January 2, 2010

(2)

paymentdate:=January 2, 2015

paymentdate:=January 2, 2015

(3)

rate:=BenchmarkRate6,Months,USDLIBOR,0.05

rate:=moduleend module

(4)

coupon:=UpFrontIndexedCoupon100,rate,startdate,enddate,paymentdate

coupon:=20.26527080 on January 2, 2015

(5)

NetPresentValuecoupon,0.05

12.29150807

(6)

coupon2:=UpFrontIndexedCoupon100,0.05,startdate,enddate,paymentdate

coupon2:=20.26527080 on January 2, 2015

(7)

NetPresentValuecoupon,0.05

12.29150807

(8)

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]


Download Help Document

Was this information helpful?



Please add your Comment (Optional)
E-mail Address (Optional)
What is ? This question helps us to combat spam