View unanswered posts | View active topics It is currently 18 Feb 2018



Reply to topic  [ 2 posts ] 
 spot rates YTM 
Author Message

Joined: 01 Mar 2013
Posts: 22
space
when they say use the spot rates to find YTM what do they want you to do? is that CF function on calc and find IY but if i put in the cf’s discounting back at the spot rate wont they all be back to PV already ahhh spinning


08 Jul 2015
Profile
space

Joined: 01 Mar 2013
Posts: 11
space
Put the present value equal to the price derived using spot rate matched periods for all the cash flows. Then solve for I on your calculator puting PV = price, FV= par, PMT= Coupon
The one yield that gives you the price today using the spot curve for all future cash flows is the YTM.


08 Jul 2015
Profile
Display posts from previous:  Sort by  
Reply to topic   [ 2 posts ] 

Who is online

Registered users: Google [Bot], lou1125


You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum

Search for:
Jump to:  
Powered by phpBB® Forum Software © phpBB Group

Copyright © 2004-2017 AnalystSpace.net. All Rights Reserved