YTM: Yield to Maturity of a Bond

Description Usage Arguments Value

Description

Calculates the YTM of a Bond with the maturity date, calculation date, coupon rate and price of the Bond

Usage

1
YTM(mat, day, tcoupn, sobretasa, precio, period = 182)

Arguments

mat

is the maturity date of the Bond

day

is the day in which the price is calculated

tcoupn

is the coupon rate of the bond (annualized)

sobretasa

is the spread of the coupon.

precio

is the price of the bond

period

is the time for every coupon payment.

Value

the YTM of the Bond at the calculation date


CIAssetManagement/FundTools documentation built on May 3, 2019, 4:30 p.m.