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yielddisc

Annual yield of a discounted security.

v = yielddisc(settlement, maturity, pr, redemption, basis)

Returns the annualized yield for a discount security (e.g., a Treasury bill).

yielddisc('2008-02-16', '2008-03-01', 99.795, 100)
  • yield — Yield of a coupon-paying bond given its price.
  • disc — Discount rate of a security.