I have a fixed-coupon bond with the following characteristics:
Settlement: 11 July 2013 Maturity: 4 April 2022 Face Value: 100 YTM: 4.24403 % Coupon: 4.08 % Coupon Frequency: Annual Day Count Convention: Actual/360
I have a C# function that according to my Bloomberg screen should churn out a price of $98.8073, but I just can't seem to get it right. Could someone please show me a paper or some code that would fix this problem? I'm only off with about a dollar so I think I'm doing something wrong with how I handle the day count.
Thanks in advance!