BillPriceToYield: Price to Yield bill

In glennmschultz/BondLab: BondLab is a package for the analysis of fixed-income securities

Description

Returns the bond equivalent yield of bill given price

Usage

BillPriceToYield(bill.id, price, day.count, settlement.date)

Arguments

bill.id	A character string the cusip number or bill.id
price	A character string the bill price
day.count	A numeric value the day count used for pricing
settlement.date	A character the settlement date mm-dd-YYYY

See Also

Other Pricing: BenchMark,CurveSpreads-method, BillYieldToPrice(), CurveSpreads-class, CurveSpreads, SpreadToBenchmark,CurveSpreads-method, SpreadToCurve,CurveSpreads-method, SpreadToPriceBond(), SpreadToPriceMBS(), ZVSpreadToPriceBond(), ZVSpreadToPriceMBS(), ZeroVolSpread,CurveSpreads-method

glennmschultz/BondLab documentation built on May 11, 2021, 5:29 p.m.