WebCab Bonds for Delphi (COM)

TreasuryPrice.ZeroYieldToMaturity Method 

Evaluates the yield to maturity (YTM) (also known as the internal rate of return) of a zero coupon bond.

public double ZeroYieldToMaturity(
   double principalSum,
   double marketPrice,
   DateTime evaluationDate,
   DateTime maturityDate,
   string businessCalendarName
);

Parameters

principalSum
The principal sum which will be repaid at expiry.
marketPrice
The present market price of the bond.
evaluationDate
The date on which the yield to maturity (YTM) of the zero bond is evaluated.
maturityDate
The date when the zero bond matures.
businessCalendarName
The name of one of the implemented business calendars, "London" by default.

Remarks

Note, that this method can be applied to all bonds (i.e. corporate and treasury)

See Also

TreasuryPrice Class | WebCab.COM.Finance.Bonds Namespace