elYieldSolving
Summary
The elYieldSolving function retrieves several different measures such as the yield-to-maturity (ytm), the yield-to-call (ytc), the yield-to-put (ytp) and the current-yield.
Note: The correct date format is the ISO-8601 string, namely "yyyy-MM-dd". We strongly recommend to use this format only. Yet, tests have been succesfully conducted with the following formats also: "dd.MM.yyy", dd/MM/yyyy" and "dd-MM-yyyy".
Examples
=elYieldSolving("ytm", C11, 100, "dirty", "EUR", "2026-09-01")
Retrieves the yield-to-maturity for a bond in C11 that has a price of 100 EUR at the valuation date of 15.01.2021.
=elYieldSolving("current-yield", "US58013MFB54", 99, "clean", "EUR", "2026-09-01")
Retrieves the yield-to-call for a bond from McDonald's Corporation that has a price of 99 EUR at the valuation date of 15.01.2021.
=elYieldSolving("ytp", C13, 100, "clean", "EUR", "2026-09-01")
Retrieves the yield-to-put for a bond in C13 that has a price of 100 EUR at the valuation date of 15.01.2021.
Syntax
elYieldSolving(yieldMeasure, assetId, price, priceType, currency, valueDate)
| Argument name | Default | Description |
|---|---|---|
| yieldMeasure | The name of the measure to be returned. | |
| assetId | Single or multiple asset identifiers (ISIN, FIGI, currency ISO, Edgelab ID). | |
| price | The current price for which the yield is computed. | |
| priceType (Optional) | clean | clean or dirty |
| currency | The ISO code of the reference currency for deriving the calculation results. Specify "local" to use the instruments native currency where appropriate. It is mandatory to specify a currency when the granularity is "portfolio". | |
| valueDate (Optional) | the current date and time | Valuation date accepts Excel and text date format according to ISO-8601. We recommend to use yyyy-MM-dd. |