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In this example, you purchase 100,000,000.00 at a Price of 103 on 20180101. Security attributes and an amortization schedule follow.
Security Attribute | Value |
|---|---|
Currency | USD |
Issue Date | 20180101 |
Dated Date | 20180101 |
First Coupon Date | 20180201 |
Last Coupon Date | 20381201 |
Maturity Date | 20390101 |
Maturity Price | 100 |
Payment Frequency | Monthly |
Day Count | 30/360 |
Coupon Rate | 10 |
Eagle Accounting uses SMF data to calculate a Yield to Maturity of 9.585278292154. Accruals are generated through 20180131.
On settlement date 20180101, you add a yield override of 9 with an Amortization Date of 20180201.
Panel Attribute | Value |
|---|---|
Amortization Price | 100 |
Amortization Date | 20180201 |
Amort Yield | 9 |
Date | Yield |
|---|---|
20180201 | 9.000000000000 |
In this example:
Eagle Accounting amortizes using a new yield override value of 9 from Settlement Date of the trade to 20180131.
Eagle Accounting then amortizes using the original yield of 9.585278292154 from 20180201 to Maturity.