CALC.disc(settlement, maturity, pr, redemption, [basis])

CALC.accrint(issue, interest, settlement, rate, par, freq, [basis])

CALC.accrintm(issue, maturity, rate, par, [basis])

CALC.amordegrc(cost, date_purchased, first_period, salvage, period, rate, [basis])

CALC.amorlinc(cost, date_purchased, first_period, salvage, period, rate, [basis])

CALC.coupdaybs(settlement, maturity, frequency, [basis])

CALC.coupdays(settlement, maturity, frequency, [basis])

CALC.coupdaysnc(settlement, maturity, frequency, [basis])

CALC.coupncd(settlement, maturity, frequency, [basis])

CALC.coupnum(settlement, maturity, frequency, [basis])

CALC.couppcd(settlement, maturity, frequency, [basis])

CALC.cumipmt(rate, nper, pv, start_period, end_period, type)

CALC.cumprinc(rate, nper, pv, start_period, end_period, type)

CALC.db(cost, salvage, life, period, [month])

CALC.ddb(cost, salvage, life, period, [factor])

CALC.disc(settlement, maturity, pr, redemption, [basis])

CALC.duration(settlement, maturity, coupon, yld, frequency, [basis])

CALC.effect(nominal_rate, npery)

CALC.fv(rate, nper, pmt, [pv], [type])

CALC.fvschedule(principal, schedule)

CALC.intrate(settlement, maturity, investment, redemption, [basis])

CALC.ipmt(rate, per, nper, pv, fv, type)

CALC.ispmt(rate, per, nper, pv)

CALC.mduration(settlement, maturity, coupon, yld, frequency, [basis])

CALC.mirr(values, finance_rate, reinvest_rate)

CALC.nominal(effect_rate, npery)

CALC.nper(rate, pmt, pv, fv, type)

CALC.npv(rate, [value1, value2, [....]])

CALC.pmt(rate, nper, pv, fv, type)

CALC.ppmt(rate, per, nper, pv, fv, type)

CALC.price(settlement, maturity, rate, yld, redemption, frequency, [basis])

CALC.pricedisc(settlement, maturity, discount, redemption, [basis])

CALC.pricemat(settlement, maturity, issue, rate, yld, [basis])

CALC.pv(rate, nper, pmt, fv, type)

CALC.received(settlement, maturity, investment, discount, [basis])

CALC.sln(cost, salvage, life)

CALC.syd(cost, salvage, life, per)

CALC.tbilleq(settlement, maturity, discount)

CALC.tbillprice(settlement, maturity, discount)

CALC.tbillyield(settlement, maturity, pr)

CALC.vdb(cost, salvage, life, start_period, end_period, factor, no_switch)

CALC.xnpv(rate, values, dates)

CALC.yielddisc(settlement, maturity, pr, redemption, [basis])

CALC.yieldmat(settlement, maturity, issue, rate, pr, [basis])

Returns the discount rate for a security. Settlement is the security's settlement date. The security settlement date is the date after the issue date when the security is traded to the buyer. Maturity is the security's maturity date. The maturity date is the date when the security expires. Pr is the security's price per $100 face value. Redemption is the security's redemption value per $100 face value. Basis is an optional parameter which specifies the type of year count basis to use (Default = US 30/360, 1 = Actual/actual, 2 = Actual/360, 3= Actual/365, 4 = European 30/360).

Example

CALC.disc(new Date(2007, 0, 25), new Date(2007, 5, 15), 97.975, 100, 1);

// returns 0.05242

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