Calculate after tax yield to maturity with 1 or less period to redemption for an at-maturity security
Introduced in release: 1.0 Component: Generic Purpose:
Calculates the after tax yield to maturity for an at-maturity security.
Alternatives:
This routine requires inputs normally provided by other interim routines. The at_mat_pytax routine uses a coupon rate and relevant dates in computing an after tax yield.
Notes:
This routine requires a before tax price to maturity and associated income and capital gains/loss rates.
Results:
The routine returns the calculated yield as a percentage, accurate to as many places as supported by a double precision value.
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
Main Index
TIPS Home