Timeline for What is the day-count basis of the "true yield" reported by Bloomberg for bonds?
Current License: CC BY-SA 4.0
4 events
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Dec 12, 2023 at 14:06 | vote | accept | Rodolfo Oviedo | ||
Dec 12, 2023 at 5:10 | comment | added | Helin | Hi @RodolfoOviedo I'd characterize this as industry standard calculation. | |
Dec 12, 2023 at 2:20 | comment | added | Rodolfo Oviedo | Nice! Where did you find the supporting information? Is this methodology used only by Bloomberg or is it more widespread? If you found my question relevant, please upvote it. | |
Dec 11, 2023 at 20:22 | history | answered | Helin | CC BY-SA 4.0 |