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XLeratorDLL/financial Documentation

.NET PRICE function for Actual/Actual ISDA bonds


PRICEACT
Updated: 31-Mar-2016
Use the .NET function PRICEACT to calculate the price from yield of a bond where the coupon amounts are calculated as the actual number of days in the coupon period divided by the number of days in the year. The number of days in the year is either 360, 365, or 366. The price of the bond is the discounted cash flow value of coupon amounts and redemption value(s) minus the accrued interest.


View .Net PRICEACT function full documentation...


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