债券到期收益率计算

def solve(____):
    from scipy.optimize import newton
    periods = maturity * freq
    coupon = face_value * coupon_rate / freq
    def bond_price(____):
        period_rate = ytm / freq
        p = sum(coupon / (____ + period_rate) ** t for t in range(____, periods + ____))
        p += face_value / (____ + period_rate) ** periods
        return p
    ytm = newton(lambda y: bond_price(____) - price, coupon_rate)
    return round(____)