FixedIncomeYield Method (DateTime, DateTime, DateTime, IListDateTime, Double, Double, Double, YieldFrequency, Int32, Double)

public static double Yield(
	DateTime settlement,
	DateTime issue,
	DateTime maturity,
	IList<DateTime> couponDates,
	double rate,
	double price,
	double redemption,
	YieldFrequency frequency,
	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.

issue

Type: SystemDateTime
The coupon issue date.

maturity

Type: SystemDateTime
The security's maturity date. The maturity date is the date when the security expires.

couponDates

Type: System.Collections.GenericIListDateTime
The array of coupon payment days.

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.

maxIterations

Type: SystemInt32
The maximum iteration number for yield estimation.

priceEpsilon

Type: SystemDouble
The maximum of the absolute price error for yield estimation.

Return Value

Reference