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 :



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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