bond mortgage

financepy.products.bonds.bond_mortgage

Types

BondMortgageTypes

No description available.

Members

REPAYMENT = 1

INTEREST_ONLY = 2

Class

BondMortgage

BondMortgage(
    start_dt: Date,
    end_dt: Date,
    principal: float,
    freq_type: FrequencyTypes = <FrequencyTypes.MONTHLY: 12>,
    accrual_dc_type: DayCountTypes = <DayCountTypes.ACT_360: 8>,
    cal_type: CalendarTypes = <CalendarTypes.WEEKEND: 2>,
    bd_type: BusDayAdjustTypes = <BusDayAdjustTypes.FOLLOWING: 2>,
    dg_type: DateGenRuleTypes = <DateGenRuleTypes.BACKWARD: 2>,
) -> None

A mortgage is a vector of dates and flows generated in order to repay a fixed amount given a known interest rate. Payments are all the same amount but with a varying mixture of interest and repayment of principal.

Methods

repayment_amount


repayment_amount(
    self,
    zero_rate: float,
)

Determine monthly repayment amount based on current zero rate.

generate_flows


generate_flows(
    self,
    zero_rate: float,
    mortgage_type: BondMortgageTypes,
)

Generate the bond flow amounts.

print_leg


print_leg(
    self,
)

No description available.

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