Pricing a bond with different YTM (at cross sectional level)

Dear Sir or Madam

I was wondering if there is a function in matlab that prices bonds with different YTM?. For example:

Bond price= coupon/(YTM_1) +coupon/(YTM_2)^2+.................+coupon/(YTM_n)^n

Thank you very much

S

Answer 1

[Oleg Komarov]

N   = 100;
C   = 5; %Semi-annual
YTM = rand(1,10)*.1;

P = sum([C./(1+YTM(1:9)).^(1:9), (N+C)/(1+YTM(10))^10]);

Or if you have the financial toolbox for precise daycounts use bndprice

Answer 2

[Fangjun Jiang]

You know, MATLAB has Financial Toolbox

Answer 3

[Saad]

To Fangjun /Oleg I know that but I have a time series of bond and for each row I have a zero rate with different maturities so bndprice doesnt work....

in each row i have to account for different YTM at different maturities and I have to account for accrual coupon rate..any ideas how to solve that??

[Oleg Komarov]

You can still apply a vectorized solution from my example.

To be more precise you need to provide an example on how you stored all of that info.