How to calculate Accr Interest rate?

[Le Shi]

Hi guys,

 

How could I calculate Accr Interest rate for a fixed rate callable bond?

 

I already get the bond yield, duration and convexity

 

Thank you!

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[Luigi Ballabio]

On Fri, 2010-12-03 at 10:13 -0600, Le Shi wrote:
> How could I calculate Accr Interest rate for a fixed rate callable
> bond?
> I already get the bond yield, duration and convexity

You mean the accrued amount?  That would be the Bond::accruedAmount
method.

Luigi


--

All generalizations are dangerous, even this one.
-- Alexandre Dumas



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