Fixed Income Securities Formulas
This Fourth Edition of Volume 2 is an update of the 1996 edition, plus additional new material. Volume 2 of the
Standard Securities Calculation Methods books presents a compilation of formulas for the calculation of analytics for the
current diversity of fixed income securities.
The formulas and methods presented here provide for the uniform calculation and application of these analytics across
fixed income security types.
This book is organized in nine basic sections: (1) General Calculation Considerations, (2) Determining Coupon Payment Dates,
(3) Determining Component Parts of a Coupon Period, (4) Day Count Calculations, (5) Accrued Interest, (6) Cash Flows,
(7) Time to Cash Flow, (8) Analytics, and (9) Benchmarks.
For more details on Volume 2 and the updates and new additions, including samples, or to purchase a subscription, please visit