Evaluates the yield to maturity of a Treasury bond where the coupons are paid n-times a year (ie yearly, semi-annual, quarterly etc), this methods corresponds to Excel's YIELD function.
Evaluates the yield to maturity of a Treasury bond where the coupons are paid n-times a year (ie yearly, semi-annual, quarterly etc), this methods corresponds to Excel's YIELD function.
public double YieldToMaturityFromPrice(DateTime,DateTime,double,double,double,int,int);
Here the (continuously compounded) yield to maturity of a bond is derived from its price, payments (including the payment of the principle sum) and time at which these payments are made.
public double YieldToMaturityFromPrice(double,double[],double[]);
Here the (discretely compounded) yield to maturity of a bond is derived from its present price, payments (including the payment of the principle sum) and the time of these payments.
public double YieldToMaturityFromPrice(double,double[],double[],int);
TreasuryPrice Class | WebCab.COM.Finance.Bonds Namespace | TbondPrice - Evaluate the price from the yield to maturity and is essential an inverse of this method.