Programming Assignment 3.5.8 Write a program that computes (1) the accrued interest as a percentage of par
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Programming Assignment 3.5.8 Write a program that computes (1) the accrued interest as a percentage of par and (2) the BEY of coupon bonds. The inputs are the coupon rate as a percentage of par, the next coupon payment date, the coupon payment frequency per annum, the remaining number of coupon payments after the next coupon, and the day count convention.
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Related Book For 
Financial Engineering And Computation Principles Mathematics Algorithms
ISBN: 9780521781718
1st Edition
Authors: Yuh-Dauh Lyuu
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