Hi,
I do a research on bond market. Searching on the net, I could not find any stata cammand which calculate YTM (for each day) based on price, time to maturity, coupon rate, and par value of some bonds. I appreciate if there is a stata command to do so or any other suggestion for obtaining YTM for such a big (daily) data set.
Related Posts with calculating yield to maturity for coupon bonds
How can I create new variables from one or more parts of a large dataset?Dear all, Newbie question here. Usually, I split a large variable creating new dataset for each va…
Missing data analysis by interviewdateHi all, I am using Stata IC 15 and I have a dataset that refers to data collected over the years (i…
2 way tabulation - adding percentages only to the final row and column of the tableHi everyone, I have got a problem, wherein I need to do a 2 way tabulation for example, for the gen…
Help with ado file created command optionsHello Statalist Users, I have two general questions about creating commands in Ado files. I am just…
Fan Chart (line chart + area)I'm trying to replicate a fan chart which shows a line along with +/- 1 and 2 standard errors. For c…
Subscribe to:
Post Comments (Atom)
0 Response to calculating yield to maturity for coupon bonds
Post a Comment