Calculation of Real Yield to Maturity - Quant版 - 未名存档

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Quant版 - Calculation of Real Yield to Maturity

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相关话题的讨论汇总
话题: real话题: yield话题: maturity话题: inflation

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c**********e 发帖数: 2007	1 Does anybody know how to calculate Real Yield to Maturity for a Treasury Inflation Protected Bond? It is a surprise that it is hard to find the formula.
f********c 发帖数: 21	2 My guess is that you can't calculate the YTM, because you don't know what future inflation is going to be, and therefore do not know what your future coupons are.

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● Help to determine the yield rate	● 有啥快速心算duration的办法么？
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相关话题的讨论汇总
话题: real话题: yield话题: maturity话题: inflation

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