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Strategies & Market Trends : Mish's Global Economic Trend Analysis -- Ignore unavailable to you. Want to Upgrade?


To: mishedlo who wrote (10077)8/1/2004 8:55:10 PM
From: Wyätt Gwyön  Read Replies (4) | Respond to of 116555
 
Mish, you can easily calculate a Treasury yield using any decent financial calculator. but some of those input variables Brian mentioned, like accrued interest and the days to maturity, are difficult to figure manually.

any Treasury w/ a maturity between 6.5 and 10 yrs is deliverable against 10 yr futures (there is a Bloomy function to figure out which bond is the cheapest to deliver; over the life of a contract there could be several issues that are the cheapest).

interesting info



To: mishedlo who wrote (10077)8/1/2004 10:28:00 PM
From: FiveFour  Respond to of 116555
 
my HP12C still does a fine job on prices/yields.