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Fixed-Income Toolbox 1.8

Product Description

Debt Instruments

You can use the Fixed-Income Toolbox to work with a variety of debt instruments. You can calculate price, yield, discount rate, and break-even discount rate for treasury bills, as well as determine price, yield, and cash-flow schedules for corporate, treasury, and municipal bonds. The zero-coupon functions in the Fixed-Income Toolbox facilitate the extraction of present value from virtually any fixed-coupon instrument for any time period.

Toolbox functions let you calculate price, yield, and cash-flow schedules for stepped-coupon bonds. The next coupon dates are computed automatically from the last entered input end dates. The payment due on settlement represents the accrued interest due on that day.

Fixed-Income Toolbox - Spot Forward

The Fixed-Income Toolbox provides functions for valuing zero-coupon and stepped-coupon debt instruments. These functions supplement existing coupon bond functions such as the zbtprice function used here to generate the spot and forward curve.



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