  This paper defines and investigates nonsymmetric Macdonald polynomials with
values in an irreducible module of the Hecke algebra of type $A_{N-1}$. These
polynomials appear as simultaneous eigenfunctions of Cherednik operators.
Several objects and properties are analyzed, such as the canonical bilinear
form which pairs polynomials with those arising from reciprocals of the
original parameters, and the symmetrization of the Macdonald polynomials. The
main tool of the study is the Yang-Baxter graph. We show that these Macdonald
polynomials can be easily computed following this graph. We give also an
interpretation of the symmetrization and the bilinear forms applied to the
Macdonald polynomials in terms of the Yang-Baxter graph.
