January 23rd, 2013, 1:41 pm
Hello,Does anyone have the calculation for the "True Yield" as calculated in Bloomberg on the YA screen. For example, given the bond ISIN IT0004356843 (BTPS 4.75 08/23) and a settle date of March 11 2013 and a clean price of 91.058141 how does one obtain a true yield of 6.0000%?