Factor Australia Yield Curve
Australia factors yield curves based on half years. The basic formula is:
Near maturity (purchaser final coupon and principal).
Between record date and final coupon.
P = Price per $100 rounded three decimal places,
v = 1/1 + i,
f = number of days from settlement to next interest payment,
d = number of days in the half year ending on next interest payment date,
g = half yearly rate of coupon payment per $100 face value, ...
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