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This is wrong: effectiveDate / Valuation_date = 10 May 2014 Good that you included the ISIN, which states that the effective date (as contrasted with the issue date) was a few days after 03 May 2013.


2

Let's approximate the time to maturity to be 3 years and 10 months. Assume that coupon is paid on March 6 each year. Let face value $F=100$ and coupon $c=0.07375F$. Let the discount factor be $d(0,T)=e^{−r T}$ where $r=0.06535$. The price of the bond is $$ce^{−10/12 \bullet r}+ce^{−22/12 \bullet r}+ce^{−34/12 \bullet r}+(F+c)e^{−46/12 \bullet r}=103.24 \; ...



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