Bond Pricing and YTM on HP 12c

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[@thewills9481]

Outstanding; exactly what I needed! Thank you

[@muralikrishnannandhakumar1979]

are u studying for cfa ?

[@robertohomar7234]

Do you have an example without dates. I.e. 8% cupon, 10% yield, 30 years. What's the price?

[@bri557700]

Nice content, how do you typically discount a cash flow that has 12 days left in the month?

[@sanjayma]

How do you use the TVM functions when the bond settles between coupon dates?

[@Franklin-pc3xd]

Is the bond trading dirty or not - ie with or without accrued interest?

[@nyikomnisi9713]

Want to know the same. Would be a time saver of it's the dirty price

[@JPuig]

@@nyikomnisi9713 That result includes any accrued i%

[@matheusjose7759]

Yes, to calculate the flat price you need multiply the bond price by (1+YTM)^(t/T), t are the days after the last coupon settlement. After that you will have the PV full, so you need subtracted by the accrued interest (t/T)*PMT. So Flat Price = PVfull - AI = [BondPrice*(1+YTM)^(t/T)] - (t/T)*PMT.

[@conradtaylor355]

how do you change to calculate annual bonds?

[@josea.bocanegra6774]

Tanto demoras por indicar los benditos botones

[@Ididitlikethis2079]

it doesn't work on my calculator