Hi,

 

         I want to do a bonds analysis and now plan to create my own bonds
set with package termstrc. But during construction, I got two problems.

1.       In the given datasets, there’s a domain called PRICE, and should I
use bonds’ CLEAN price or DIRTY price here?

2.       In the list CF, the given bonds tend to be coupon bonds, and the
coupon frequencies are once per year. Then how about zero-coupon (pure
discounted) bonds? Or coupon frequencies larger then 1?

 

Thanks

Hsiao-nan Cheung

2009/7/19


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