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HP-92 Simulation Attempt
05-29-2017, 08:04 AM
Post: #14
RE: HP-92 Simulation Attempt
(05-29-2017 03:47 AM)bshoring Wrote:  I appreciate all your efforts. The HP-92 is turning out to be a far more complex machine than previously thought.

Seems to be.
I will need to look into the mathematics of bonds a little deeper.

The problems always seem to focus on the 'E' value.
DIS = days between issue and settlement date
E = days in coupon period at settlement
DSC = E - DIS, and is supposed to be days between settlement and next 6 month coupon date (but DSC is not used with bond terms < 6 months)

The only dates given for these problems as far as I can tell are the settlement and maturity dates, so I'm not sure how the coupon dates and E fit in.
I think the issue date is where the coupon period starts from ??

cheers

Tony
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Messages In This Thread
HP-92 Simulation Attempt - teenix - 05-15-2017, 03:18 AM
RE: HP-92 Simulation Attempt - bshoring - 05-15-2017, 05:21 PM
RE: HP-92 Simulation Attempt - teenix - 05-16-2017, 12:28 AM
RE: HP-92 Simulation Attempt - bshoring - 05-17-2017, 09:45 PM
RE: HP-92 Simulation Attempt - teenix - 05-18-2017, 11:05 AM
RE: HP-92 Simulation Attempt - teenix - 05-21-2017, 01:58 AM
RE: HP-92 Simulation Attempt - teenix - 05-21-2017, 02:01 AM
RE: HP-92 Simulation Attempt - bshoring - 05-21-2017, 03:42 AM
RE: HP-92 Simulation Attempt - teenix - 05-21-2017, 04:57 AM
RE: HP-92 Simulation Attempt - teenix - 05-23-2017, 11:58 AM
RE: HP-92 Simulation Attempt - PANAMATIK - 05-23-2017, 11:41 PM
RE: HP-92 Simulation Attempt - teenix - 05-27-2017, 04:00 PM
RE: HP-92 Simulation Attempt - bshoring - 05-29-2017, 03:47 AM
RE: HP-92 Simulation Attempt - teenix - 05-29-2017 08:04 AM
RE: HP-92 Simulation Attempt - PANAMATIK - 05-29-2017, 12:38 PM
RE: HP-92 Simulation Attempt - teenix - 05-29-2017, 01:37 PM
RE: HP-92 Simulation Attempt - PANAMATIK - 06-02-2017, 02:52 PM
RE: HP-92 Simulation Attempt - teenix - 06-02-2017, 11:49 PM
RE: HP-92 Simulation Attempt - PANAMATIK - 07-02-2017, 09:26 PM
RE: HP-92 Simulation Attempt - teenix - 07-03-2017, 02:35 AM
RE: HP-92 Simulation Attempt - teenix - 07-06-2017, 06:15 AM
RE: HP-92 Simulation Attempt - teenix - 06-06-2017, 11:34 PM
RE: HP-92 Simulation Attempt - teenix - 06-20-2017, 01:00 AM
RE: HP-92 Simulation Attempt - teenix - 06-22-2017, 05:56 AM



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