prtbill
Price of Treasury bill
Description
Examples
Calculate the Price for a Treasury Bill
This example shows how to return the price for a Treasury bill, where the settlement date of a Treasury bill is February 10, 2002, the maturity date is August 6, 2002, the discount rate is 3.77%, and the par value is $1000.
Price = prtbill('2/10/2002', '8/6/2002', 1000, 0.0377)
Price = 981.4642
Calculate the Price for a Treasury Bill Using datetime Inputs
This example shows how to use datetime
inputs to return the price for a Treasury bill, where the settlement date of a Treasury bill is February 10, 2002, the maturity date is August 6, 2002, the discount rate is 3.77%, and the par value is $1000.
Price = prtbill(datetime('10-Feb-2002','Locale','en_US'), datetime('6-Aug-2002','Locale','en_US'), 1000, 0.0377)
Price = 981.4642
Input Arguments
Settle
— Settlement date for Treasury bill
serial date number | date character vector | datetime
Settlement date for the Treasury bill, specified as serial date numbers,
date character vectors, or datetime arrays. The Settle
date must be before the Maturity
date.
Data Types: double
| char
| datetime
Maturity
— Maturity date for Treasury bill
serial date number | date character vector | datetime
Maturity date for the Treasury bill, specified as serial date numbers, date character vectors, or datetime arrays.
Data Types: double
| char
| datetime
Face
— Redemption value of Treasury bill
numeric
Redemption value (par value) of the Treasury bill, specified as a numeric value.
Data Types: double
Discount
— Discount rate of Treasury bill
decimal fraction
Discount rate of the Treasury bill, specified as a decimal fraction value.
Data Types: double
Output Arguments
Price
— Treasury bill price
numeric
Treasury bill price, returned as a numeric value.
References
[1] Bodie, Kane, and Marcus. Investments. McGraw-Hill Education, 2013.
Version History
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