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Shrey

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    Hi can some please clarify on the below

    To calculate returns on daily yield rates of a maturity, we first convert it to price and then calculate the returns. What is the logic behind converting it to price and why not directly calculate return of the yield?
    W
    wool
    Hey Shrey,

    here goes my 2 cents. The statement here is asking to convert daily yields into price so that it can then be extrapolated over the period of maturity to calculate the net returns. The end product of the calculation is to find returns till maturity using daily yield rates. Ex: returns over maturity period of 6 months(180 days) using daily yield rate= 0.1% (example).

    Let me know if its otherwise
    S
    Shrey
    Well can i have your personal mail id, as I want to explain it through an example on what exactly i am looking for? There is space constraint when I am trying to post it over here.

    Thanks
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