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How to calculate yield


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How to calculate yield

  #11 (permalink)
 
rleplae's Avatar
 rleplae 
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timendaGain View Post
If you can give me a quote of price and yield for a 10 year on a Monday or Friday then I can run a test now using the same date as the settlement date. I can't find historical prices for the cash note online... only historical yields. If not then I'll run a test on Friday and get back to you then.

OK
will do on Friday and Monday

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  #12 (permalink)
 timendaGain 
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rleplae View Post
Did you test it on a Monday and on a Friday ?

Testing today ( Friday ):
10:22 AM EST DST ( New York, daylight savings time )
Bloomberg price: 98.56, yield 2.41%
MarketWatch price: 98 18/32, yield 2.413%
Me: plug in price: 98.56, get yield 2.415&

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minute ago :


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  #14 (permalink)
 
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 rleplae 
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timendaGain View Post
Testing today ( Friday ):
10:22 AM EST DST ( New York, daylight savings time )
Bloomberg price: 98.56, yield 2.41%
MarketWatch price: 98 18/32, yield 2.413%
Me: plug in price: 98.56, get yield 2.415&

You should be close enough

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  #15 (permalink)
 
rleplae's Avatar
 rleplae 
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Would be a good day to test, as there is a long weekend for settlement ;-)

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