CapeTools Bonds (Yield)
http://www.QuantTools.com
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 :
- 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.
Copyright (c) 2003-2007 CapeTools - All Rights Reserved.