Est. Budget: $250.00
We have a list of 250 bonds which we need a matlab programmer to calculate the conversion factors for - we would supply the data for each bond then the programmer would use the programe inside matlabs to calculate it for us.
Calculating Bond Conversion Factors
Use conversion factors to normalize the price of a particular bond for delivery in a futures contract. When using conversion factors, the assumption is that a bond for delivery has a 6% coupon. Use convfactor ...