Forum: Treasury Notes and Bonds
March 24th, 2017, 10:25 AM
|
|
Replies: 14
Views: 4,626
the spot
Testing today ( Friday ):
10:22 AM EST DST ( New York, daylight savings time )
Bloomberg price: 98.56, yield 2.41%
MarketWatch price: 98 18/32, yield 2.413%
Me: plug in price: 98.56, get yield...
|
|
Forum: Treasury Notes and Bonds
March 22nd, 2017, 10:03 AM
|
|
Replies: 14
Views: 4,626
|
|
Forum: Treasury Notes and Bonds
March 21st, 2017, 08:00 PM
|
|
Replies: 14
Views: 4,626
|
|
Forum: Treasury Notes and Bonds
March 21st, 2017, 03:45 PM
|
|
Replies: 14
Views: 4,626
I’ve got it working now. I ended up using...
I’ve got it working now. I ended up using QuantLib to do it. ( Actually I used QLNet ). There are a lot of details as you mentioned and QuantLib has addressed all of these. Thank you for your...
|
|
Forum: Treasury Notes and Bonds
March 13th, 2017, 04:39 PM
|
|
Replies: 14
Views: 4,626
|
|
Forum: Treasury Notes and Bonds
March 13th, 2017, 01:57 PM
|
|
Replies: 14
Views: 4,626
How to calculate yield
I’m trying to calculate the yield of notes and bonds in an excel spreadsheet. I can’t seem to get the calculated yield to match quotes I find online.
For example, I calculate a yield for the 10...
|
