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5 Given the following 4% bond. Todays date: March 30 th , 2006 Maturity date: January 31 st , 2010 Next coupon payment date: January,
5 Given the following 4% bond.
Todays date: March 30th, 2006
Maturity date: January 31st, 2010
Next coupon payment date: January, 31st, 2007
Accrued Coupon ( millions): 6356.16
Price: 101.830
Yield moves up one basis point
Compute New Bond Price using Full Recomputation
101,830000 %
102,465616 %
102,429793 %
102,429785 %
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