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Bond equivalent yield for Treasury bill
Yield = beytbill(Settle, Maturity, Discount)
Settle | Enter as serial date numbers or date strings. Settle must be earlier than or equal to Maturity. |
Maturity | Enter as serial date numbers or date strings. |
Discount | Discount rate of the Treasury bill. Enter as decimal fraction. |
Yield = beytbill(Settle, Maturity, Discount) returns the bond equivalent yield for a Treasury bill.
The settlement date of a Treasury bill is February 11, 2000, the maturity date is August 7, 2000, and the discount rate is 5.77%. The bond equivalent yield is
Yield = beytbill('2/11/2000', '8/7/2000', 0.0577)
Yield =
0.0602
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