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at_mat_ytm

at_mat_ytm (routine)

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.

Last Mod Date: 03/01/1990© 2001 TIPS, Inc.Doc Version: 5.0