CapeTools Bonds (Yield)




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In total there are 28 functions present within the CapeTools Bonds (Yield) category of functions.


General Description


Functions for constructing a Bond object given a yield-to-maturity value (YTM). 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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