WebCab Bonds for Delphi (COM)

TreasuryPrice.ZeroYieldToMaturityWithExplicitTime Method

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

public double ZeroYieldToMaturityWithExplicitTime(
   double principalSum,
   double marketPrice,
   double timeToMaturity
);

Parameters

principalSum: The principal sum which will be repaid at expiry.
marketPrice: The present market price of the bond.
timeToMaturity: The time in years (expressed in decimal format) until the bond matures.

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