Does the function YieldFromDirtyPrice in the DiscountingFixedCouponBondProductPricer compute Yield to Maturity?
It computes the yield according to the PeriodicSchedule.
Does the function YieldFromDirtyPrice in the DiscountingFixedCouponBondProductPricer compute Yield to Maturity?
It computes the yield according to the PeriodicSchedule.