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prtbill

Price of Treasury bill

Syntax

Price = prtbill(Settle, Maturity, Face, Discount)

Arguments

Settle

Enter as serial date number, date character vector, or datetime array. Settle must be earlier than Maturity.

Maturity

Enter as serial date number, date character vector, or datetime arrays.

Face

Redemption (par, face) value.

Discount

Discount rate of the Treasury bill. Enter as decimal fraction.

Description

Price = prtbill(Settle, Maturity, Face, Discount) returns the price for a Treasury bill.

Examples

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This example shows how to return the price for a Treasury bill, where the settlement date of a Treasury bill is February 10, 2002, the maturity date is August 6, 2002, the discount rate is 3.77%, and the par value is $1000.

Price = prtbill('2/10/2002', '8/6/2002', 1000, 0.0377)
Price =

  981.4642

This example shows how to use datetime inputs to return the price for a Treasury bill, where the settlement date of a Treasury bill is February 10, 2002, the maturity date is August 6, 2002, the discount rate is 3.77%, and the par value is $1000.

Price = prtbill(datetime('10-Feb-2002','Locale','en_US'), datetime('6-Aug-2002','Locale','en_US'), 1000, 0.0377)
Price =

  981.4642

Related Examples

References

Bodie, Kane, and Marcus. Investments. pp. 41–43.

See Also

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Introduced before R2006a

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