Can anyone explain to me or give me a formula that converts the price of a 10 yr note future to its yield in percentage terms?
thank in advance for any help
thank in advance for any help
You are using an out of date browser. It may not display this or other websites correctly.
You should upgrade or use an alternative browser.
You should upgrade or use an alternative browser.
Determining 10 yr note yield
- Thread starter lumberjack
- Start date
figured I would run this on the front board one more time if anyone can help!!
?
Quote from lumberjack:
Can anyone explain to me or give me a formula that converts the price of a 10 yr note future to its yield in percentage terms?
thank in advance for any help
This has been covered in prior threads. You need a yield calculator. There's a few offered for free on the internet. If you have trouble understanding the variables in the equation then come back and I'll try to help.
Quote from Pa(b)st Prime:
This has been covered in prior threads. You need a yield calculator. There's a few offered for free on the internet. If you have trouble understanding the variables in the equation then come back and I'll try to help.
could you give me the equation or the name of the equation so i can research it?
Quote from lumberjack:
could you give me the equation or the name of the equation so i can research it?
http://www.business-spreadsheets.com/bondytm.htm