Does anyone know of an open source financial library that implements Yield To Maturity and other fixed income calculations? The library needs to be callable from .Net.
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Here is a .NET implementation of all of Excel's financial functions, including yield to maturity.
Have you looked at Quantlib? Seems to offer a wide array of pricing tools and is callable from .Net, I believe. There's also a port to Java called JQuantLib as well, though I don't believe it implements everything in Quantlib quite yet.