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tbillyield

Yield of a Treasury bill given its price.

v = tbillyield(settlement, maturity, pr)

Returns the yield for a T-bill priced at pr per $100 face.

tbillyield('2008-03-31', '2008-06-01', 98.45)
  • tbillprice — Price per $100 face value of a Treasury bill.
  • tbilleq — Bond-equivalent yield for a Treasury bill.