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Would be grateful if someone could guide me on how to calculate a YTM for a step-up coupon.

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It's no different to calculating any other yield. Using Excel, just multiply the notional by the coupon for each period, get the =yearfrac() for each period, get the PV via compound interest, ie multiplying flow * 1/(1+r/f)^(t*f) where r is your yield. sum up all the PVs, subtract the accrued interest and try and match the bond price. If your guess for r was correct, then your sum of PVs will match the bond price. If not, use another guess (or just use the solver).

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