Returns the price per $100 face value of a security that pays interest at maturity.
The security’s settlement date. The security settlement date is the date after the issue date when the security is traded to the buyer.
The security’s maturity date. The maturity date is the date when the security expires.
The security’s issue date.
The security’s interest rate at date of issue.
The security’s annual yield.
The type of day count basis to use.
Contributors: Alberto Ferrari, Marco Russo