FinancePy

FinancePy API Reference

Bond Market

financepy.products.bonds.bond_market

Classes

BondMarkets

BondMarkets(*values)
Inherits from: Enum
Create a collection of name/value pairs. Example enumeration: >>> class Color(Enum): ... RED = 1 ... BLUE = 2 ... GREEN = 3 Access them by: - attribute access: >>> Color.RED <Color.RED: 1> - value lookup: >>> Color(1) <Color.RED: 1> - name lookup: >>> Color['RED'] <Color.RED: 1> Enumerations can be iterated over, and know how many members they have: >>> len(Color) 3 >>> list(Color) [<Color.RED: 1>, <Color.BLUE: 2>, <Color.GREEN: 3>] Methods can be added to enumerations, and members can have their own attributes -- see the documentation for details.

Functions

get_bond_market_conventions

get_bond_market_conventions(country)
Returns the day count convention for accrued interest, the frequency and the number of days from trade date to settlement date. This is for Treasury markets. And for secondary bond markets.
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