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FixedIncomeYield Method (DateTime, DateTime, Double, Double, Double, YieldFrequency, YieldBasis, Int32, Double)
Returns the yield on a security that pays periodic interest.

Namespace:  FinMath.PerformanceAnalysis
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
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public static double Yield(
	DateTime settlement,
	DateTime maturity,
	double rate,
	double price,
	double redemption,
	YieldFrequency frequency,
	YieldBasis basis,
	int maxIterations,
	double priceEpsilon
)

Parameters

settlement
Type: SystemDateTime
The security's settlement date. The security settlement date is the date after the issue date when the security is traded to the buyer.
maturity
Type: SystemDateTime
The security's maturity date. The maturity date is the date when the security expires.
rate
Type: SystemDouble
The security's annual coupon rate.
price
Type: SystemDouble
The security's price per $100 face value.
redemption
Type: SystemDouble
The security's redemption value per $100 face value.
frequency
Type: FinMath.PerformanceAnalysisYieldFrequency
The number of coupon payments per year.
basis
Type: FinMath.PerformanceAnalysisYieldBasis
The type of day count basis to use.
maxIterations
Type: SystemInt32
The maximum iteration number for yield estimate.
priceEpsilon
Type: SystemDouble
The maximum of the absolute price error for yield estimate.

Return Value

Type: Double
The yield value. Return NaN if the result not precise enough.
See Also