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yldtbill

Yield of Treasury bill

Syntax

Yield = yldtbill(Settle,Maturity,Face,Price)

Description

example

Yield = yldtbill(Settle,Maturity,Face,Price)returns the yield for a Treasury bill.

Examples

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This example shows how to return the yield for a Treasury bill, given the settlement date of a Treasury bill is February 10, 2000, the maturity date is August 6, 2000, the par value is $1000, and the price is $981.36.

Yield = yldtbill('2/10/2000', '8/6/2000', 1000, 981.36)
Yield = 0.0384

This example shows how to use datetime inputs to return the yield for a Treasury bill, given the settlement date of a Treasury bill is February 10, 2000, the maturity date is August 6, 2000, the par value is $1000, and the price is $981.36.

Yield = yldtbill(datetime('10-Feb-2000','Locale','en_US'), datetime('6-Aug-2000','Locale','en_US'), 1000, 981.36)
Yield = 0.0384

Input Arguments

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Settlement date of the Treasury bill, specified as serial date numbers, date character vectors, or datetime arrays. The Settle date must be before the Maturity date.

Data Types: double | char | datetime

Maturity date of the Treasury bill, specified as serial date numbers, date character vectors, or datetime arrays.

Data Types: double | char | datetime

Redemption value (par value) of the Treasury bill, specified as a numeric value.

Data Types: double

Price of the Treasury bill, specified as a numeric value.

Data Types: double

Output Arguments

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Yield for Treasury bill, returned as a numeric value.

References

[1] Bodie, Kane, and Marcus. Investments. McGraw-Hill Education, 2013.

Introduced before R2006a

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