Formula Engine Reference Guide
 

 

Back to Class Index

 

TBILLYIELD(S, M, D)

Description
Returns the yield on a treasury bill, given settlement date S, maturity date M, and discount rate D. Dates must be expressed as serial date values.
 
Parameters
S
Settlement date
 
M
Maturity date
 
D
Discount rate of Treasury bill
 
Example
TBILLYIELD(DATE(93, 4, 2), DATE(93, 7, 5), 97.585) = 0.09478