Type | Real |
Description | YTM |
Required | Yes |
Sample | 0.001 |
Rule | Must be a real number |
This optional field allows the user to supply a YTM (yield to maturity) for the current security. This is useful in ensuring that FIA’s attribution calculations are as accurate as possible. If no yield is supplied, FIA will calculate a YTM from the appropriate yield curves for the current security, but this may differ from the true YTM due to security-specific effects.
The main impact of not supplying a yield will be seen in the time return data and in (possibly) larger residuals at the security level.