Procedure for Calculating Annual Yield until Maturity for OGSZ Bonds

Р – the price of the bond;
А – accrued interest;
Y – effective yield until maturity;
t _i – the number of days before the payment of the i-th coupon;
C _i – the amount of the i-th coupon;
n – the number of coupons;
T – the period before redemption of the bond;
N – the nominal value of the bond.

C _i – the amount of the i-th coupon;
T _i – the duration of the i-th coupon period (number of days);
t _i – the number of days before payment of the i-th coupon.

N – the nominal value of the bond;
r _i – the i-th coupon rate;
T _i – the duration of the i-th coupon period (number of days).