BONDS—Yield curve from bond prices

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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

BONDS—Yield curve from bond prices

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BONDS.RPF demonstrates use of a FUNCTION to evaluate a complicated objective function. In this case, it evaluates the present value of a bond with multiple coupon payments as part of the estimation of a yield curve using a portfolio of bonds.

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