CapeTools Query Bonds

• BondAccDayCount - Return a Bond's Accrued Period Day Count Convention code.
• BondAccruedAmount - Return the Bond's Accrued Amount.
• BondBDC - Return a Bond's Business Day Convention code.
• BondBPV - Return the Bond's Basis Point Value.
• BondBPV2 - Return the Bond's Basis Point Value.
• BondCalendar - Return the Calendar Key of a bond object.
• BondCleanPrice - Return a Bond's clean price.
• BondCleanPrice2 - Return a Bond's clean price given a yield.
• BondConvexity - Return the Bond's Convexity given a yield.
• BondConvexity2 - Return the Bond's Convexity.
• BondDaysAccured - Return the Bond's number of days within the accrued period.
• BondDaysToMat - Return the Bond's number of days to maturity.
• BondDaysToNextFlow - Return the Bond's number of days from the value date until the next cashflow.
• BondDirtyPrice - Return a Bond's dirty price.
• BondDirtyPrice2 - Return a Bond's dirty price given a yield and settlement date.
• BondExDivDate - Return a Bond's Ex-Dividend Date.
• BondFreq - Return a Bond's Frequency code.
• BondJGBYield - Return a Bond's JGB yield.
• BondModifiedDuration - Return the Bond's Modified duration.
• BondModifiedDuration2 - Return the Bond's Modified duration.
• BondNextCashFlow - Return the Bond's next cash flow date.
• BondNoOfCashFlows - Return the Bond's number of cashflows remaining.
• BondPerDayCount - Return a Bond's Period Day Count Convention code.
• BondPrevCashFlow - Return the Bond's previous cash flow date.
• BondSettDate - Return the SettlementDate of a bond object.
• BondSummary - Return a range object containing bond summary information.
• BondYVBP - Return the Bond's Yield Value Basis Point.
• BondYVBP2 - Return the Bond's Basis Point Value.
• BondYearsToMat - Return the Bond's number of years to maturity.
• BondYield - Return a Bond's yield.
• BondYield2 - Return the Bond's yield given a (clean) price.
• BondYieldToCall - Return the Bond's yield to call date given a call price and date.
• BondYields - Return a range of different Bond yield types (Equivalent annually compounded, Equivalent semi-annually compounded, True yield annual act/365F, True yield semi-annual act/365F, Equivalent (semi-annually compounded with an act/act), Equivalent JGB Simple Rate, Equivalent annually compounded act/365 and Equivalent annually compounded act/360), given a Bond object.
• BondYields2 - Return a range of different Bond yield types (Equivalent annually compounded, Equivalent semi-annually compounded, True yield annual act/365F, True yield semi-annual act/365F, Equivalent (semi-annually compounded with an act/act), Equivalent JGB Simple Rate, Equivalent annually compounded act/365 and Equivalent annually compounded act/360), given a Bond object.
• FLTBondAccrualDays - Return a range object containing an array of a Floating Rate Bond's Accrual Days.
• FLTBondAccrualTimes - Return a range object containing an array of a Floating Rate Bond's Accrual Times.
• FLTBondDCFs - Return a range object containing an array of a Floating Rate Bond's Discount factors.
• FLTBondDetails - Return the FloatingRateBond's cashflows and other extended details.
• FLTBondEndDates - Return a range object containing an array of a Floating Rate Bond's fixing end dates.
• FLTBondFixings - Return a range object containing an array of a Floating Rate Bond's fixings.
• FLTBondPayTimes - Return a range object containing an array of a Floating Rate Bond's Pay Times.
• FLTBondResetTimes - Return a range object containing an array of a Floating Rate Bond's Reset Times.
• FLTBondSpreads - Return a range object containing an array of a Floating Rate Bond's spreads.
• FLTBondStartDates - Return a range object containing an array of a Floating Rate Bond's fixing start dates.
• FixBondAccrualDays - Return a range object containing an array of a Fixed Rate Bond's Coupon Accrual Days.
• FixBondAccrualTimes - Return a range object containing an array of a Fixed Rate Bond's Accrual Times.
• FixBondCoupons - Return a range object containing an array of a Fixed Rate Bond's coupons.
• FixBondDCFs - Return a range object containing an array of a Fixed Rate Bond's Coupon Discount factors.
• FixBondEndDates - Return a range object containing an array of a Fixed Rate Bond's Coupon END dates.
• FixBondPayTimes - Return a range object containing an array of a Fixed Rate Bond's Pay Times.
• FixBondStartDates - Return a range object containing an array of a Fixed Rate Bond's Coupon START dates.
• FixedBondDetails - Return the FixedCouponBond's cashflows and other extended details.
• MacauleyDuration - Return the Bond's Macaulay Duration.
• MacauleyDuration2 - Return the Bond's Macaulay Duration.