Most US Agency fixed income securities can be calculated by selecting the Agency menu view and selecting the appropriate calculator. Plain fixed interest rate bonds are calculated using the Fixed Interest Rate tab. Strip coupon or zero coupon bonds are calculated using the Zero Coupon calculator tab. Agency discount notes or other short-term agency securities are calculated using the ‘At Maturity’ calculator. And, agency stepped coupon securities are calculated using the Stepped Coupon calculator tab.
Agency Stepped Coupon Bond Calculator
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