Bond Annuity
financepy.products.bonds.bond_annuity
Classes
BondAnnuity
BondAnnuity(maturity_dt: financepy.utils.date.Date, cpn: float, freq_type: financepy.utils.frequency.FrequencyTypes, accrual_dc_type: financepy.utils.day_count.DayCountTypes = <DayCountTypes.ACT_360: 8>, cal_type: financepy.utils.calendar.CalendarTypes = <CalendarTypes.WEEKEND: 2>, bd_type: financepy.utils.calendar.BusDayAdjustTypes = <BusDayAdjustTypes.FOLLOWING: 2>, dg_type: financepy.utils.calendar.DateGenRuleTypes = <DateGenRuleTypes.BACKWARD: 2>) -> None
An annuity is a vector of dates and flows generated according to ISDA
standard rules which starts on the next date after the start date
(effective date) and runs up to an end date with no principal repayment.
Dates are then adjusted according to a specified calendar.
Methods
clean_price_from_discount_curve
clean_price_from_discount_curve(self, settle_dt: financepy.utils.date.Date, discount_curve: financepy.market.curves.discount_curve.DiscountCurve)
Calculate the bond price using some discount curve to present-value
the bond's cash flows.
dirty_price_from_discount_curve
dirty_price_from_discount_curve(self, settle_dt: financepy.utils.date.Date, discount_curve: financepy.market.curves.discount_curve.DiscountCurve)
Calculate the bond price using some discount curve to present-value
the bond's cash flows.
calculate_payments
calculate_payments(self, settle_dt: financepy.utils.date.Date, face: float)
Calculate bond payments
accrued_interest
accrued_interest(self, settle_dt: financepy.utils.date.Date, face: float)
Calculate the amount of coupon that has accrued between the
previous coupon date and the settlement date.
print_payments
print_payments(self, settle_dt: financepy.utils.date.Date, face: float = 100)
Print a list of the unadjusted coupon payment dates used in
analytic calculations for the bond.
Generated automatically from the FinancePy source code.
Do not edit this file manually.