bond market

financepy.products.bonds.bond_market

Types

BondMarkets

No description available.

Members

AUSTRIA = 1

BELGIUM = 2

CYPRUS = 3

ESTONIA = 4

FINLAND = 5

FRANCE = 6

GERMANY = 7

GREECE = 8

IRELAND = 9

ITALY = 10

LATVIA = 11

LITHUANIA = 12

LUXEMBOURG = 13

MALTA = 14

NETHERLANDS = 15

PORTUGAL = 16

SLOVAKIA = 17

SLOVENIA = 18

SPAIN = 19

ESM = 20

EFSF = 21

BULGARIA = 22

CROATIA = 23

CZECH_REPUBLIC = 24

DENMARK = 25

HUNGARY = 26

POLAND = 27

ROMANIA = 28

SWEDEN = 29

JAPAN = 30

SWITZERLAND = 31

UNITED_KINGDOM = 32

UNITED_STATES = 33

AUSTRALIA = 34

NEW_ZEALAND = 35

NORWAY = 36

SOUTH_AFRICA = 37

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.

Generated automatically from the FinancePy source code. Do not edit this file manually.