User Manual
7-15
ﺩﺍﺩﺮﺘﺳﻼﻟ ﺓﺪﺣﺍﻭ ﺔﻤﻴﺴﻗ ﺓﺮﺘﻓ ﻦﻣ ﺮﺜﻛﻻ •
(YLD) ﻱﻮﻨﺴﻟﺍ ﺪﺋﺎﻌﻟﺍ u
.ﻦﺗﻮﻴﻧ ﺔﻘﻳﺮﻃ ﻡﺍﺪﺨﺘﺳﺎﺑ ﻱﻮﻨﺴﻟﺍ ﺪﺋﺎﻌﻟﺍ ﺐﺴﺤﻳ
.ﺪﻨﺴﻠﻟ ﺔﻴﺑﺎﺴﳊﺍ ﺔﻴﻠﻤﻌﻠﻟ ﺔﻴﻟﺎﺘﻟﺍ ﺕﻼﺧﺪﳌﺍ ﺔﺷﺎﺷ ﺽﺮﻌﻟ ﺔﻴﻟﺎﳌﺍ
2 ﺔﺷﺎﺸﻟﺍ ﻦﻣ 4(BOND) ﻰﻠﻋ ﻂﻐﺿﺍ
6( g) 4 (BOND)
(ﺔﻨﺳ ﻭ ،ﺦﻳﺭﺎﺗ ﻭ ،ﺮﻬﺷ) ﺀﺍﺮﺸﻟﺍ ﺦﻳﺭﺎﺗ ..........d1
(ﺔﻨﺳ ﻭ ،ﺦﻳﺭﺎﺗ ﻭ ،ﺮﻬﺷ) ﺩﺍﺩﺮﺘﺳﻻﺍ ﺦﻳﺭﺎﺗ ..........d2
ﺔﻴﻤﺳﻻﺍ ﺔﻤﻴﻘﻟﺍ ﻦﻣ ﺭﻻﻭﺩ
100 ﻞﻜﻟ ﺩﺍﺩﺮﺘﺳﻻﺍ ﺮﻌﺳ ...... RDV
ﺔﻤﻴﺴﻘﻟﺍ ﺮﻌﺳ ...... CPN
ﺔﻴﻤﺳﻻﺍ ﺔﻤﻴﻘﻟﺍ ﻦﻣ ﺭﻻﻭﺩ 100 ﻞﻛ ﺮﻌﺳ ...... PRC
ﻱﻮﻨﺴﻟﺍ ﺪﺋﺎﻌﻟﺍ ....... YLD
.ﺔﻘﺑﺎﻄﳌﺍ ﺔﻴﺑﺎﺴﳊﺍ ﺔﻴﻠﻤﻌﻟﺍ ﺀﺍﺩﻷ ﻞﻔﺳﻷﺎﺑ ﺓﻮﻛﺬﳌﺍ ﺔﻔﻴﻇﻮﻟﺍ ﻢﺋﺍﻮﻗ ﻦﻣ ﺓﺪﺣﺍﻭ ﻡﺪﺨﺘﺳﺍ ، ﺕﻼﻣﺎﻌﳌﺍ ﻦﻳﻮﻜﺗ ﺪﻌﺑ
{ (CST) ﺪﻨﺴﻟﺍ ﺔﻠﻔﻜﺗ ﻭ،(INT) ﺔﻘﺤﺘﺴﻣ ﺓﺪﺋﺎﻓﻭ ، (PRC) ﺪﻨﺴﻟﺍ ﺮﻌﺳ ﺐﺴﺤﻳ } … {PRC} •
{
ﻕﺎﻘﺤﺘﺳﻻﺍ ﺦﻳﺭﺎﺗ ﻦﻣ ﺪﺋﺎﻌﻟﺍ ﺐﺴﺤﻳ } … {YLD} •
ﺔﻴﺑﺎﺴﳊﺍ ﺔﻴﻠﻤﻌﻟﺍ ﺔﺠﻴﺘﻧ ﺕﺎﺟﺮﺨﻣ ﺔﻠﺜﻣﺍ
{PRC} {PRC} − {GRPH} {PRC} − {MEMO}
.ﺢﻴﺤﺻ ﻞﻜﺸﺑ ﺕﻼﻣﺎﻌﳌﺍ ﻦﻳﻮﻜﺗ ﻢﺘﻳ ﻢﻟ ﺍﺫﺍ (Ma ERROR) ﺄﻄﺧ ﺙﺪﺤﻳ
.ﺔﻴﺑﺎﺴﳊﺍ ﺔﻴﻠﻤﻌﻟﺍ ﺞﺋﺎﺘﻧ ﺕﺎﺷﺎﺷ ﲔﺑ ﺓﺭﻭﺎﻨﻤﻠﻟ ﺔﻴﻟﺎﺘﻟﺍ ﺔﻔﻴﻇﻮﻟﺍ ﻢﺋﺍﻮﻗ ﻡﺪﺨﺘﺳﺍ
{ ﺕﻼﻣﺎﻌﳌﺍ ﺕﻼﺧﺪﻣ ﺔﺷﺎﺷ } … { REPT } •
{ ﺎﻴﻧﺎﻴﺑ ﺎﻤﺳﺭ ﻢﺳﺮﻳ } … { GRPH } •
{ ﺔﻴﺑﺎﺴﳊﺍ ﺔﻴﻠﻤﻌﻟﺍ ﻲﻓ ﺔﻣﺪﺨﺘﺴﳌﺍ ﻡﺎﻳﻷﺍ ﺩﺪﻋ ﺽﺮﻌﻳ } … { MEMO } •
×
D
A
M
CPN
I
NT = – CST = PRC + INT
+
×
D
A
M
CP
N
P
RC = – –
RDV
(1+ )
M
YLD/100
(1+ )
M
YLD/100
M
CPN
Σ
N
k=1
(N–1+B/D ) (k–1+B/D )