zero-coupon

There are 0 repository under zero-coupon topic.

• pontazaricardo / Finance_RelativeChange

  This is a small program that shows how to calculate an n-year spot rate if the n-year zero-coupon bond price moves from q% to (1+k%) *q%, where q% is the quoted price.

  financezero-couponbondspricerelative-changebond-pricingbond-pricing-relative-value
  Language:MATLAB 1

• pontazaricardo / Finance_American_Zero-coupon-bond

  This program calculates the price of a x-year American-style (put or call) option on a zero-coupon bond that matures at year y with a par value of 1 dollar.

  couponsamericanpricebetacoupon-bondparfinance-americanzero-couponputcallfinance-derivatives
  Language:MATLAB