how to calculate yield of 10 year and 2 year treasury futures....
in TT they ask for these things to calculate yield of future
prinicipal
coupan
settlement date
maturity date
conversion factor
day count convention
coupan payment frequency
and some more stufff...
will any body give me from where i can get these things if i want to calculate yield of mar08 2 year and 10 year treasury futures
in TT they ask for these things to calculate yield of future
prinicipal
coupan
settlement date
maturity date
conversion factor
day count convention
coupan payment frequency
and some more stufff...
will any body give me from where i can get these things if i want to calculate yield of mar08 2 year and 10 year treasury futures