How to deal with regular coupon period but different than 180 days for semiannual compounding in finance toolbox

1 view (last 30 days)
Hernan Gonzalez
Hernan Gonzalez on 19 Apr 2016
Mexican sovereign bonds in pesos pay interest in regular coupon periods of 182 days. I don't know how to specify this in the various functions included in the financial toolbox and I get the wrong price and cash flow dates. For instance, if I set period=2 cfdates spaces the payments 180 days apart.
Day count basis is actual/360. However 'actual' should be always 182 days.

Answers (0)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!