Calculate bond yield to maturity for an at-maturity security
Introduced in release: 1.0 Component: Generic Purpose:
Calculates the yield to maturity for an at-maturity security
Alternatives:
This routine requires inputs normally provided by other interim routines. The at_mat_py_ai routine uses a coupon rate and relevant dates in computing a yield.
Notes:
The maturity date used by this routine can be a maturity/redemption date.
Results:
The yield is returned 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.