Financial Institutions and Markets - Question and answers

I'm using the standard YTM formula: YTM = [C + (F - P) / n] / [(F + P) / 2], where C is the annual coupon, F is face value, P is price, and n is years to maturity. My data comes from sources like Bloomberg for bond prices and coupons, and I've accounted for accrued interest and day count conventions (e.g., 30/360 for some bonds). Despite this, the discrepancies persist, especially with high-yield bonds. I'm wondering if I'm overlooking market-related adjustments or calculation nuances.