Skip to content

tbilleq

Bond-equivalent yield for a Treasury bill.

v = tbilleq(settlement, maturity, discount)

Returns the bond-equivalent yield (annualized, comparable to coupon-bond yields) for a T-bill given its discount rate.

tbilleq('2008-03-31', '2008-06-01', 0.0914)
  • tbillprice — Price per $100 face value of a Treasury bill.
  • tbillyield — Yield of a Treasury bill given its price.