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Search: Posts Made By: rleplae
Forum: Treasury Notes and Bonds April 13th, 2017, 11:10 AM
Replies: 14
Views: 4,630
Posted By rleplae
Would be a good day to test, as there is a long...

Would be a good day to test, as there is a long weekend for settlement ;-)
Forum: Treasury Notes and Bonds March 24th, 2017, 10:30 AM
Replies: 14
Views: 4,630
Posted By rleplae
You should be close enough

You should be close enough
Forum: Treasury Notes and Bonds March 24th, 2017, 10:29 AM
Replies: 14
Views: 4,630
Posted By rleplae
minute ago : ...

minute ago :

https://nexusfi.com/attachment.php?attachmentid=230414
Forum: Treasury Notes and Bonds March 22nd, 2017, 10:09 AM
Replies: 14
Views: 4,630
Posted By rleplae
OK will do on Friday and Monday

OK
will do on Friday and Monday
Forum: Treasury Notes and Bonds March 21st, 2017, 08:29 PM
Replies: 14
Views: 4,630
Posted By rleplae
Did you test it on a Monday and on a Friday ?

Did you test it on a Monday and on a Friday ?
Forum: Treasury Notes and Bonds March 21st, 2017, 03:50 PM
Replies: 14
Views: 4,630
Posted By rleplae
I couldn't make it work with QLnet, there was...

I couldn't make it work with QLnet, there was always a difference
At the end i wrote my own iterative process, to approximate the yield towards sufficient precision

Are you spot/on with...
Forum: Treasury Notes and Bonds March 13th, 2017, 05:30 PM
Replies: 14
Views: 4,630
Posted By rleplae
OK, Here is some help : Today accrual days...

OK, Here is some help :

Today accrual days is : 26+1 (settlement tomorrow)
Today accrual interest is : 0.167816

Annual Coupon : 2.25
6 month Coupon : 1.125

Settlement date : 14/03/2017
Forum: Treasury Notes and Bonds March 13th, 2017, 02:18 PM
Replies: 14
Views: 4,630
Posted By rleplae
It is more complicated than what you are trying...

It is more complicated than what you are trying to do.

You can not just divide the coupon by the price, that is a rough estimation.

Here are some of your mistakes :
1. the coupon is payable...
Showing results 1 to 8 of 8

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

Total votes: 159
 


 
 


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