Given that this requires knowledge of both bond theory and Excel plus a fair
amount of effort to understand your code, you are likely to be _so_ on your
own
However, I'll venture a guess that it has something to do with whether coupons
should be discounted until payout or until maturity.
Dear Forum,
I am using trying to find price of bond in R. I have written the code in line
with Excel PRICE formula. However, whenever the residual maturity is less than
a year, my R output tallies with the Excel Price formula. However, moment my
residual maturity exceeds 1 year, the R output di
2 matches
Mail list logo
