Contents

Index

• Getting Started

• Currency and Price

• Financial Data Charts

• Fixed-Income Securities

• Accrued Interest

• Term Structure of Interest Rates

• Interest Rate Sensitivities

• Financial Statistics

• Derivatives

• GARCH Processes

• Financial Time Series Object and File Construction

• Financial Time Series Arithmetic

• Financial Time Series Math

• Financial Time Series Descriptive Statistics

• Financial Time Series Utility

• Financial Time Series Data Transformation

• Financial Time Series Indicator

• Financial Time Series GUI

• Financial Time Series Tool

• Release Notes

Learn more about Financial Toolbox

beytbill - Bond equivalent yield for Treasury bill

Syntax

Yield = beytbill(Settle, Maturity, Discount)

Arguments

`Settle`	Enter as serial date numbers or date strings. `Settle` must be earlier than or equal to `Maturity`.
`Maturity`	Enter as serial date numbers or date strings.
`Discount`	Discount rate of the Treasury bill. Enter as decimal fraction.

Description

Yield = beytbill(Settle, Maturity, Discount) returns the bond equivalent yield for a Treasury bill.

Examples

The settlement date of a Treasury bill is February 11, 2000, the maturity date is August 7, 2000, and the discount rate is 5.77%. The bond equivalent yield is

Yield = beytbill('2/11/2000', '8/7/2000', 0.0577)

Yield =
        0.0602

See Also

datenum, prtbill, yldtbill

bar3, bar3h

binprice

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