Key Features of T-Bill
- T-Bill Eq – Bond Equivalent Yield of Treasury Bills from settlement date, maturity date , (or time to maturity in days, months and years) and discount rate
- T-Bill Price Returns the price per $100 face value for a Treasury bill from from settlement date, maturity date , (or time to maturity in days, months and years) and discount rate.
- T-Bill Yield – Returns the yield for a Treasury bill from settlement date, maturity date , (or time to maturity in days, months and years) and price. Face value of Treasury Bill is $100.
Terminology
- Settlement date is the Treasury bill’s settlement date. The security settlement date is the date after the issue date when the Treasury bill is traded to the buyer.
- Maturity is the Treasury bill’s maturity date. The maturity date is the date when the Treasury bill expires.
- Discount is the Treasury bill’s discount rate.