Description Usage Arguments Value Author(s)
This function solves for the yield to maturity of a fixed rate coupon bond given the discount curve and bond data.
1 | ytmSolve(ytm, couponRate, m, nPayments, face, targetPrice)
|
ytm |
yield to maturity |
couponRate |
coupon rate |
m |
compounding frequency |
nPayments |
is the number of payments |
face |
is the face value |
targetPrice |
is the price of the bond |
Absolute value of difference between the price and the present value
Thomas Fillebeen
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