Yield Grid

Given a range of prices, calculate yield to worst and yield to maturity for a representative sample of prices in the range. If a particular value is unavailable, it will be left null in the response.

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Path Params
string
required

The ID of the instrument.

Query Params
number
required

The minimum price to calculate yields for, represented as a percentage of par. For a typical $1,000 par value bond, a price of $90 values the bond at $900.

number
required

The maximum price to calculate yields for, represented as a percentage of par. For a typical $1,000 par value bond, a price of $90 values the bond at $900.

integer
required

The target number of points to return in the yield grid. The actual number of points returned may differ from this value.

number

The time to use when calculating yields from the price, as a Unix millisecond timestamp. If left empty, defaults to the current time.

Response

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