The date of the last payment before the evaluation date, or the date of the issue of the bond. Set to the evaluation or settlement date if does not apply.
evaluationDate
The date on which the yield to maturity (YTM) is evaluated.
settlementDate
The date when the contract is being fulfilled.
paymentDates
An array of dates where the first term corresponds to the date of the first payment and the second term corresponds to the date of the second payment and so on.
maturityDate
The date on which the bond matures.
couponPayments
An array where the first term corresponds to the amount paid by the next coupon payment and the second term corresponds to the amount paid by the coupon payment after that and so on.
businessCalendarName
The name of one of the implemented business calendars, "London" by default.
dayCountConvention
A string constant identifying one of the implemented day count conventions. The default day count convention is `Actual/Actual', identified by the "A/A" string constant.
Remarks
Note that the bond may be of any corporate or treasury type.
Remark: This method uses the Newton-Raphson procedure and produces a result
which is accurate to 10 decimal places.