ISMA Yield To Maturity methodology - which Price?

Mariano Neves da Rocha

ISMA Yield To Maturity => Interest rate that brings the present value of the
future cash flow equal to the present price of the bond, including accrued
interest, with the assumption that the bond will be held to maturity and the
coupons will be reinvested at the same rate

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I am trying to determine which price (ask/bid/mid) is used to derive "ISMA Yield to Maturity", available on TimeSeries Pricing in DSS.

Thanks

Rick Weyrauch

My group primarily provides direct application support (why do I see odd things happening) and not content or usage support. Your account manager should be able to recommend a Product Specialist that can help you find the best means to access this content.