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oddlprice

Price per $100 face value of a security with an odd last period.

v = oddlprice(settlement, maturity, issue, first_coupon, rate, yld, redemption, frequency, basis)

Returns the price for a bond whose last coupon period is non-standard.

oddlprice('2008-02-07', '2008-06-15', '2007-10-15', '2008-04-15', 0.0375, 0.0405, 100, 2)
  • price — Price per $100 face value of a coupon-paying bond.
  • oddfprice — Price per $100 face value of a security with an odd first period.