- Joined
- 5/31/12
- Messages
- 10
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Hello guys,
I am facing the problem of just having this information:
6% coupon bond with 2.5 years to maturity, traded at a 100% clean price 4% coupon bond with 1.5 years to maturity, traded at a 98% clean price A 6M deposit with 6M rate of 5% (MMY)
And I want to get the discount factors for each maturity.
My problem is, I do not know where to start to get to each DF. Is there a straight method for this kind of problems?
I appreciate your answer!!!
I am facing the problem of just having this information:
6% coupon bond with 2.5 years to maturity, traded at a 100% clean price 4% coupon bond with 1.5 years to maturity, traded at a 98% clean price A 6M deposit with 6M rate of 5% (MMY)
And I want to get the discount factors for each maturity.
My problem is, I do not know where to start to get to each DF. Is there a straight method for this kind of problems?
I appreciate your answer!!!
