TraderPDQ 1.0 - Securities Pricing Calculator Examples (c) Copyright 1995 NewtwarePDQ (c) Copyright 1995 Lorraine Monica All Rights Reserved. For Additional Information: http: //www.concentric.net/~cmonica/newton/pdq.htm email: cmonica@usa.net ------------------------------------------------------------------------- This document is an addendum to the TraderPDQ help text. It contains securities pricing examples for Bonds, Notes, and Bills. 1. Periodic Interest - Bonds 1A. Treasury Bond -------Inputs-------- Settlement: 3/1/93 Maturity: 1/1/2007 Redemption: 100 Cpn: 10 Yield: 10 -------Pickers------- Type: Bond Basis: Act/Act Interest: SemiAnnual Display: Fed Tap -------Results------- Price = 99.973277 1B. Agency Bond -------Inputs-------- Settlement: 3/1/93 Maturity: 1/1/2007 Redemption: 100 Cpn: 10 Yield: 10 -------Pickers------- Type: Bond Basis: 30/360 Interest: SemiAnnual Display: Fed Tap -------Results------- Price = 99.972969 1C. Municipal Bond -------Inputs-------- Settlement: 3/1/93 Maturity: 1/1/2007 Redemption: 100 Cpn: 10 Yield: 10 -------Pickers------- Type: Bond Basis: 30/360 Interest: SemiAnnual Display: Muni Tap -------Results------- Price = 99.972 2. Interest at Maturity - Notes 2A. Municipal Note -------Inputs-------- Settlement: 6/5/93 Maturity: 9/1/93 Dated: 1/1/93 Redemption: 100 Rate: 6.375 Price: 98 -------Pickers------- Type: Note Basis: 30/360 Interest: SemiAnnual Display: Muni Tap -------Results------- Yield = 14.641 2B. Municipal Note -------Inputs-------- Settlement: 6/5/93 Maturity: 9/1/93 Dated: 1/1/93 Redemption: 100 Rate: 6.375 Price: 98 -------Pickers------- Type: Note Basis: Act/360 Interest: SemiAnnual Display: Muni Tap -------Results------- Yield = 14.449 2C. Municipal Note -------Inputs-------- Settlement: 6/5/93 Maturity: 9/1/93 Dated: 1/1/93 Redemption: 100 Rate: 6.375 Price: 98 -------Pickers------- Type: Note Basis: Act/365 Interest: SemiAnnual Display: Muni Tap -------Results------- Yield = 14.567 3. Discount Securities - Bills 3A. Treasury Bill -------Inputs-------- Settlement: 1/1/93 Maturity: 1/1/94 Redemption: 100 Price: 99 -------Pickers------- Type: Bill Basis: Act/360 Interest: SemiAnnual Display: Fed Tap -------Results------- Yield = 0.996 Tap -------Results------- Disc = 0.986 3B. Treasury Bill -------Inputs-------- Settlement: 1/1/93 Maturity: 1/1/94 Redemption: 100 Disc: 6.875 -------Pickers------- Type: Bill Basis: Act/360 Interest: SemiAnnual Display: Fed Tap -------Results------- Price = 93.0295139 ====================================================== NewtwarePDQ - Software for the Newton Home Page: http://www.openix.com/~monica/pdq.htm Email: monica@openix.com ======================================================