CapeTools Bonds (Price)
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In total there are 28 functions present within the CapeTools Bonds (Price) category of functions.
General Description
Functions for constructing a Bond object given the Bond's clean price. You can construct FixedCoupon, FloatingRate, MoneyMarket or ZeroCoupon Bond objects.
In addition you can create currency specific FixedCoupon Bond objects. The following currency specific bonds are supported :
- Australian Commonwealth Government Bond (CGB)
- Austrian Federal Government Bond
- Belgian Government Bond (OLO)
- Canadian Treasury Bond (CANADA)
- Czech Government Bond
- Danish Government Bond (DGB)
- Dutch Government Bond (DSL)
- Finnish Government Bond (MARKKAS)
- French Government Bond (BTAN, OAT)
- German Federal Government Bond (BUND)
- Irish Government Bond (IGBS)
- Italian Government Bond (BTP)
- Japanese Government Bond (JGB)
- New Zealand Government Bond (NZG)
- Norwegian Government Bond
- Portuguese Government Bond (OT)
- South African Government Bond (GILT)
- Spanish Government Bond (BONOS)
- Swedish Government Bond (STATSSOBLIGATIONS)
- Swiss Government Bond (SGB)
- UK Government Bond (GILT)
- US Treasury Bond (TREASURY)
These bonds internally are all FixedCoupon Bond objects with a few of the parameters pre-programmed.
You can query and price these bond objects via functions present within the 'CapeTools Query Bonds' category of functions.
Function list.
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