The remaining equivalent yields are solved by finding the yield that equates the bond's cash flows to the known dirty price based on the appropriate set of yield conventions. For example, the equivalent US Street yield for a JGB is found by essentially treating the JGB like a US treasury bond. That is, given the dirty price of the JGB, solve for the yield using the ISMA formula assuming an Act/Act days convention (the US convention for discounting purposes) and a coupon frequency equal to the JGB frequency (semiannual). If the bond under consideration has annual coupons, then the derived yield is annual and must be converted to a semiannual yield using the following formula:
y_{f1} = yield compounded f_{1} times per year. y_{f2} = yield compounded f_{2} times per year. f_{1} = original compounding frequency per year (either 1 or 2). f_{2} = required compounding frequency per year (either 1 or 2).
See the "True Yield" method for more details. 

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