beytbill
Bond equivalent yield for Treasury bill
Description
Examples
Find the Bond Equivalent Yield for a Treasury Bill
This example shows how to find the bond equivalent yield for a Treasury bill that has a settlement date of February 11, 2000, a maturity date of August 7, 2000, and a discount rate is 5.77.
Yield = beytbill('2/11/2000', '8/7/2000', 0.0577)
Yield = 0.0602
Find the Bond Equivalent Yield for a Treasury Bill Using datetime Inputs
This example shows how to use datetime
inputs to find the bond equivalent yield for a Treasury bill that has a settlement date of February 11, 2000, a maturity date of August 7, 2000, and the discount rate is 5.77.
Yield = beytbill(datetime('11-Feb-2000','Locale','en_US'), datetime('7-Aug-2000','Locale','en_US'),... 0.0577)
Yield = 0.0602
Input Arguments
Settle
— Settlement date of Treasury bill
serial date number | date character vector | datetime
Settlement date of the Treasury bill, specified as a scalar or a
NTBILLS
-by-1
vector of serial
date numbers, date character vectors, or datetime arrays.
Settle
must be earlier than
Maturity
.
Data Types: double
| char
| datetime
Maturity
— Maturity date of Treasury bill
serial date number | date character vector | datetime
Maturity date of the Treasury bill, specified as a scalar or a
NTBILLS
-by-1
vector of serial
date numbers, date character vectors, or datetime arrays.
Data Types: double
| char
| datetime
Discount
— Discount rate of Treasury bill
decimal
Discount rate of the Treasury bill, specified as a scalar of a
NTBILLS
-by-1
vector of decimal
fraction values.
Data Types: double
Output Arguments
Yield
— Treasury bill yield
decimal
Version History
See Also
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