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What is the convention for secondary market (yield calculation) and coupon payments calculation (Treasury Bonds)?

The calculation convention for the secondary market is ACT/365 (end of period). 

However, the coupon payment is calculated with a 30/360 (end of period) convention. Therefore, semiannual coupon payment is always the same: nominal amount *coupon rate/2. The bonds are bullet, thus capital is paid at maturity.

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