quantlib.instruments.bondforward.BondForward.implied_yield¶
- BondForward.implied_yield(self, Real underlying_spot_value, Real forward_value, Date settlement_date, Compounding convention, DayCounter day_counter)¶
Calculates the implied yield of the forward contract.
This is a simple yield calculation based on underlying spot and forward values, taking into account underlying income.
- Parameters:
- underlying_spot_valuefloat
The spot value of the underlying.
- forward_valuefloat
The forward value.
- settlement_date
Date The settlement date.
- convention
Compounding The compounding convention.
- day_counter
DayCounter The day counter.