Answered By: Barbara Coffey Last Updated: Sep 27, 2019 Views: 253
Answered By: Barbara Coffey
Last Updated: Sep 27, 2019 Views: 253
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.
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