# How to calculate zero coupon bond yield to maturity Based on your location, we recommend that you select:. Select the China site in Chinese or English for best site performance. Other MathWorks country sites are not optimized for visits from your location. Toggle Main Navigation. All Examples Functions More. Search MathWorks. All Examples Functions. Toggle navigation.

Trial Software Product Updates. This is machine translation Translated by. Open Live Script. Input Arguments collapse all Price — Reference bond price scalar vector. Data Types: double. Settle — Settlement date serial date number.

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Maturity — Maturity date serial date number. Period — Number of coupons in one year 2 semiannual default vector of positive integers from the set [1,2,3,4,6,12]. EndMonthRule — End-of-month rule flag 1 in effect default nonnegative integer with value of 0 or 1. Output Arguments collapse all Yield — Bond-equivalent yield for each zero-coupon instrument vector. Bond-equivalent yield for each zero-coupon instrument, returned as a column vector.

### What is a Zero Coupon Bond?

Variable Definition DSC Number of days from the settlement date to next quasi-coupon date as if the security paid periodic interest. DSR Number of days from the settlement date to redemption date call date, put date, and so on. E Number of days in quasi-coupon period. M Number of quasi-coupon periods per year standard for the particular security involved. Nq Number of quasi-coupon periods between the settlement date and redemption date.

## Zero Coupon Bond Yield Calculator

RV Redemption value. Yield Annual yield decimal when held to redemption. References  Mayle, Jan. Furthermore one has to pay tax on the accrued interest on such bonds every year. Free Excel Course.

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