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TREASURY BOND CALCULATION Basic bond question (Three parts, 15 points) Current date Previous interest payment date Next interest payment date Coupon 20-Feb-01 15-Oct-00 15-Apr-01 3,250.00
TREASURY BOND CALCULATION Basic bond question (Three parts, 15 points) Current date Previous interest payment date Next interest payment date Coupon 20-Feb-01 15-Oct-00 15-Apr-01 3,250.00 1) Find the accrued interest and invoice price of this treasury bond. 2) Create a table WITH DATES that show the relevant cash flows for the bond. 128 Days since last coupon date Days between last coupon date and next coupon date 3) Find the YTM in two ways using IRR and YIELD function. 182 Accrued interest Face Value 100,000 107,152.00 Bond price Accrued interest Invoice price Date Cash flow
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