Answered By: Barbara Coffey Last Updated: Sep 27, 2019 Views: 269
Answered By: Barbara Coffey
Last Updated: Sep 27, 2019 Views: 269
There are several sources for YTM for bonds. Yield to maturity (YTM) is the total return anticipated on a bond if the bond is held until it matures.
- Standard and Poor's
- For current use the Bond Screener in S&P NetAdvantage
- WRDS
- Choose the Mergent FISD database.
- In the bond issues file, there is offering yield (Yield to Maturity at the time of issuance, based on the coupon and any discount or premium to par value at the time of the sale.) Offering yield is calculated only for fixed rate issues.
- Also in Mergent FISD the "Time Sales Data" and "Bond Transactions" sections can be used to calculate yield to maturity.
Was this helpful? 0 0
Related Topics
Contact Us
Chat with a Librarian
Text a Librarian
Text (609) 277-3245 to get live help on your mobile phone (available the same hours as the Chat service)
Email a Librarian
You can email your research questions to refdesk@princeton.edu or you can request an individual appointment with a subject specialist.
Call a Librarian
Call (609) 258-5964 to speak to a reference librarian during most open hours of the Libraries.