intrate
Interest rate on a fully invested security.
Syntax
Section titled “Syntax”v = intrate(settlement, maturity, investment, redemption, basis)Description
Section titled “Description”Returns the interest rate implied by buying a security at investment and receiving redemption at maturity. Used for zero-coupon-style instruments.
Example
Section titled “Example”intrate('2008-02-15', '2008-05-15', 1000000, 1014420)See also
Section titled “See also”received— Amount received at maturity for a discounted security.tbillyield— Yield of a Treasury bill given its price.