Bonds
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Swap infoYield
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Face Amount:1000000Redemption:116,92Day Counter:Actual360
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Issue Date:2003/08/15
Maturity Date:
2013/08/15Compounding:Compounded
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Settlement Days:
2Calendar:
UnitedStatesGovernmentBond
Frequency:Annual
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Convention:Following
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As Of Date2008/09/15
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Function
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function PRICEZEROCOUPONBOND(discountingDepositPoints, //discounting curve
PRICEZEROCOUPONBOND(Curves!B6:H11;;;Curves!B24:I28;;Curves!C32;Curves!C33;Curves!C34;D7;G7;D9;G9;D11;G11;D13;L7;L9;L11;D17)
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discountingFRAPoints, //discounting curve
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discountingFuturePoints, //discounting curve
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discountingSwapPoints, //discounting curve
{"ZeroCouponBondErrors":["ZeroCouponBond DiscountingTermStructure: Not found "]}
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discountingBondPoints, //discounting curve
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discountingCompounding, //discounting curve
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discountingDayCounter, //discounting curve
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discountingInterpolator, //discounting curve
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faceAmount, //bond
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redemption, //bond
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issueDate, //bond
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maturityDate, //bond
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settlementDays, //bond
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calendar, //bond
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convention, //bond
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yieldCounter, //yield
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yieldCompounding, //yield
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yieldFrequency, //yield
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pricingAsOfDate //pricing
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)
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