ODDFYIELD

ODDFYIELD yield of a security that has an odd first period

Synopsis

ODDFYIELD(settlement,maturity,issue,first_interest,rate,price,redemption,frequency,basis)

Arguments

settlement: settlement date

maturity: maturity date

issue: date of issue

first_interest: first interest date

rate: nominal annual interest rate

price: price of security

redemption: amount received at maturity

frequency: number of interest payments per year

basis: calendar basis

Description

ODDFYIELD calculates the yield of a security that pays periodic interest, but has an odd first period.

Note

frequency may be 1 (annual), 2 (semi-annual), or 4 (quarterly). If basis is 0, then the US 30/360 method is used. If basis is 1, then actual number of days is used. If basis is 2, then actual number of days is used within a month, but years are considered only 360 days. If basis is 3, then actual number of days is used within a month, but years are always considered 365 days. If basis is 4, then the European 30/360 method is used.

See also

ODDFPRICE, ODDLYIELD.