Price to Yield

Given a price for an instrument, calculate the yield to maturity and yield to worst at a given time. 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 price to convert to yields, represented as a percentage of par. For a typical $1,000 par value bond, a price of $90 values the bond at $900.

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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