I understand BEY using the Corp Finance Method is BEY = HPR * 365/n Can someone confirm that BEY using the Quant Method is BEY = ((1+HPR)^182.5/N) * 2 Is that just calculating the semi-annual effective yield and doubling it?
I understand BEY using the Corp Finance Method is BEY = HPR * 365/n Can someone confirm that BEY using the Quant Method is BEY = ((1+HPR)^182.5/N) * 2 Is that just calculating the semi-annual effective yield and doubling it?