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Finance[DiscountBondPrice] - calculate a discount bond price
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Calling Sequence
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DiscountBondPrice(model, maturity, rate, opts)
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Parameters
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model
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affine one-factor model of interest rates
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rate
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the given interest rate
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maturity
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non-negative constant or a list of non-negative constants; time(s) to maturity
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opts
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equations of the form option = value where option is output; specify options for the DiscountBondPrice command
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Description
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The DiscountBondPrice command calculates the discount bond price in the given affine interest rate model.
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Options
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output = discount or zerorate; output type
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Compatibility
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The Finance[DiscountBondPrice] command was introduced in Maple 15.
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Examples
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>
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![T := [seq(.6*i, i = 0 .. 50)]](/support/helpjp/helpview.aspx?si=8860/file01610/math133.png)
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![T := [0., .6, 1.2, 1.8, 2.4, 3.0, 3.6, 4.2, 4.8, 5.4, 6.0, 6.6, 7.2, 7.8, 8.4, 9.0, 9.6, 10.2, 10.8, 11.4, 12.0, 12.6, 13.2, 13.8, 14.4, 15.0, 15.6, 16.2, 16.8, 17.4, 18.0, 18.6, 19.2, 19.8, 20.4, 21.0, 21.6, 22.2, 22.8, 23.4, 24.0, 24.6, 25.2, 25.8, 26.4, 27.0, 27.6, 28.2, 28.8, 29.4, 30.0]](/support/helpjp/helpview.aspx?si=8860/file01610/math136.png)
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![S := RTABLE(18446790986270129198, float[8], Array, rectangular, C_order, [], 2, 1 .. 1, 1 .. 51)](/support/helpjp/helpview.aspx?si=8860/file01610/math143.png)
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, xcoords = T, axes = BOXED, thickness = 3, markers = false), i = 1 .. 51)](/support/helpjp/helpview.aspx?si=8860/file01610/math156.png)
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>
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](/support/helpjp/helpview.aspx?si=8860/file01610/math160.png)
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References
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Brigo, D., Mercurio, F., Interest Rate Models: Theory and Practice. New York: Springer-Verlag, 2001.
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