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TBILLYIELD

 

Syntax: @TBILLYIELD(S, M, D)

S = Settlement date
M = Maturity date
D = Discount rate of Treasury bill

@TBILLYIELD returns the yield on a treasury bill, given settlement date S, maturity date M, and discount rate D. Dates must be expressed as serial date values.

Example:

@TBILLYIELD(@DATE(93, 4, 2), @DATE(93, 7, 5), 97.585) = 0.09478


next up previous contents index
Next: TERM Up: A Function Reference Previous: TBILLPRICE

NExS User's Guide, Version 1.4.5
Grey Trout Software
11 April 1999