/

PVZero

[this page | pdf]

Function Description

Returns the value/price now, , of a zero coupon bond with maturity , i.e. the value of a payment of 1 in  years time, discounted at an annualised (continuously compounded) rate of interest of  and hence:

 

 


NAVIGATION LINKS
Contents | Prev | Next


Links to:

-          Interactively run function

-          Interactive instructions

-          Example calculation

-          Output type / Parameter details

-          Illustrative spreadsheet

-          Other Derivative pricing functions

-          Computation units used


Note: If you use any Nematrian web service either programmatically or interactively then you will be deemed to have agreed to the Nematrian website License Agreement


Desktop view | Switch to Mobile