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You are here: Forum Home  >  Forums  >  Fixed Income  >  Thread
fashepard
Posted: 16 August 2008 10:56 AM   [ Ignore ]  
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Total Posts:  95
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David,

On your slide re duration you have a $1000 bond 10 years 4% cpn with 6% yield.  I keep getting a price of 583.98 for the bond using an hp. I am not sure what I am doing wrong

Frank

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fashepard
Posted: 16 August 2008 11:06 AM   [ Ignore ]   [ # 1 ]  
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Joined  2008-03-28

Sorry.  I made a dumb mistake.  OK now

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