|
PureBytes Links
Trading Reference Links
|
hi,
if you have a hewlett packard 19b.......the function is in there.......
if you are doing this a lot............a monroe bond calculator........
the formula is in the book"yield curve analysis"
cbot has a little book conversion factors.publication 765,revised which might
be of use...
call the cbot at 800 the-cbot....or 312-4353558
good trading
rich t
Yuri K wrote:
> >Jay,
> >
> >There really isn't a way. There is a cheapest to delivered bond that can
> >be used, but since a variety of securities can be delivered the futures
> >price alone isn't enough.
> >
> >At 12:44 PM 10/5/98 -0600, Jay Becker wrote:
> >>Does anyone know the formula to calculate the yeild, on the 30 yr bond,
> >>based on the trading price?
> >>
> >>Jay Becker
> >>
> >>
> >Stewart Taylor
> >Taylor Fixed Income Outlook
> >Voice: 501-219-9774
> >Fax: 501-228-0963
> >E-Mail: staylor@xxxxxxx
> >Web Site: http://www.cei.net/~staylor/
>
> Really, what about the spread between actual and implied yield then?
|