CapeTools Municipal Bonds

CapeTools Municipal Bonds

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In total there are 27 functions present within the CapeTools Municipal Bonds category of functions.

General Description

Functions for constructing a Municipal Bond object. A Municipal Bond object is really a portfolio of bonds with different maturities. However all the bonds use the same BusinessDayConvention, DayCounter and Coupon Frequency.

There are three Municipal Bond object creation functions. One that takes a YieldCurve, one that takes a clean price and finally one that takes a Yield-To-Maturity value.

Functions for querying and pricing these Municipal Bond objects are also present within this category.

Function list.

FixedMuniBond - Creates a fixed municipal bond object.
FixedMuniBond_p - Creates a fixed municipal bond object.
FixedMuniBond_y - Creates a fixed municipal bond object.
MuniBNDAccruedAmount - Return the municipal bond's Accrued Amount.
MuniBNDBPV - Return the municipal bond's Basis Point Value.
MuniBNDBPV2 - Return the municipal bond's Basis Point Value.
MuniBNDCleanPrice - Return the municipal bond's clean price.
MuniBNDCleanPrice2 - Return the municipal bond's clean price given a yield and settlement date.
MuniBNDConvexity - Return the municipal bond's Convexity given a yield.
MuniBNDConvexity2 - Return the municipal bond's Convexity.
MuniBNDDirtyPrice - Return the municipal bond's dirty price.
MuniBNDDirtyPrice2 - Return the municipal bond's dirty price given a (compounded) yield and settlement date.
MuniBNDMacDuration - Return the municipal bond's Macaulay Duration.
MuniBNDMacDuration2 - Return the municipal bond's Macaulay Duration.
MuniBNDModDuration - Return the municipal bond's Modified duration.
MuniBNDModDuration2 - Return the municipal bond's Modified duration.
MuniBNDYVBP - Return the municipal bond's Yield Value Basis Point.
MuniBNDYVBP2 - Return the municipal bond's Basis Point Value.
MuniBNDYield - Return the municipal bond's (compounded) yield.
MuniBNDYield2 - Return a municipal bond's (compounded) yield given a (clean) price.
MuniBondAccrualDays - Return a range object containing an array of a Municipal Bond's Coupon Accrual Days.
MuniBondAccrualTimes - Return a range object containing an array of a Municipal Bond's Accrual Times.
MuniBondCoupons - Return a range object containing an array of a Municipal Bond's coupons.
MuniBondDCFs - Return a range object containing an array of a Municipal Bond's Coupon Discount factors.
MuniBondEndDates - Return a range object containing an array of a Municipal Bond's Coupon END dates.
MuniBondPayTimes - Return a range object containing an array of a Municipal Bond's Pay Times.
MuniBondStartDates - Return a range object containing an array of a Municipal Bond's Coupon START dates.