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Price formula for Bond Valuation #4175

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AshikurRahmanTusar opened this issue Sep 30, 2024 · 1 comment
Open

Price formula for Bond Valuation #4175

AshikurRahmanTusar opened this issue Sep 30, 2024 · 1 comment

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@AshikurRahmanTusar
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The price formula does not provide the correct value in two scenarios:

When the settlement date falls between the last coupon dates.
In a leap year, the price is inaccurate for semi-annual coupons when the settlement date is after the second coupon date.
@oleibman
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Please provide some examples where the calculated value does not meet your expectations.

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@oleibman @AshikurRahmanTusar