Yield to Maturity in Java (current status: desperate)
807601Apr 10 2008 — edited Apr 10 2008Hi everyone,
I am looking for a Java implementation for the YTM (Yield to maturity) function. I need something that works roughly like the YIELD function in Excel (you know... I enter price, coupon, maturity and so on and get the result).
I should place it within a Java implemenation of the Vasicek model but couldn't find anything in the web and, honestly, i really don't wanna write it from scretch....
Now, i know that when u ask for a favour u r not supposed to set conditions but... I actually need it kind of urgently so if there is any Java wizard out there in need for making a good action I'm in the queue to fill the spot!
Thanks in advance, any help would be great!