How to deal with regular coupon period but different than 180 days for semiannual compounding in finance toolbox
4 views (last 30 days)
Show older comments
Mexican sovereign bonds in pesos pay interest in regular coupon periods of 182 days. I don't know how to specify this in the various functions included in the financial toolbox and I get the wrong price and cash flow dates. For instance, if I set period=2 cfdates spaces the payments 180 days apart.
Day count basis is actual/360. However 'actual' should be always 182 days.
0 Comments
Answers (0)
See Also
Categories
Find more on Financial Toolbox in Help Center and File Exchange
Products
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!