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September 28, 2010

next session will not be broadcast

Our next session will be on Sunday, October 3rd. Since I will be in Minneapolis, I will not be broadcasting over UMConnect or using the conference line.

September 16, 2010

MATLAB for yield problem

Here is the code I used last night to plot the yield to redemption for a bond with a continuous coupon:

y=@(T,P,c)fzero(@(y)c/y+(1-c/y)*exp(-y*T)-P,c);
fplot(@(T)y(T,1.02,0.04),[1 10])