User manual - fx-CG20 (ソフトウェア)
7-15
10. 債券計算
u
計算式
PRC
CPN
YLD
A
M
N
RDV
D
B
INT
CST
D
A B
PRC = + (– )
RDV +
M
CPN
1+ ( × )
D
B
M
YLD/100
×
D
A
M
CPN
×
D
A
M
CPN
INT = – CST = PRC + INT
+
×
D
A
M
CP
N
PRC = – –
RDV
(1+ )
M
YLD/100
(1+ )
M
YLD/100
M
CPN
Σ
N
k=1
(N–1+B/D ) (k–1+B/D )