Man pages for bondAnalyst
Methods for Fixed-Income Valuation, Risk and Return
| aiActDtCon | Calculates the accrued interest with actual-by-actual day... |
| aiRoundedDaysConv | Calculates the accrued interest with 30-by-360, day... |
| annualYtmZcbForPeriodicity | Calculates annual Yield-To-Maturity (YTM) of Zero-Coupon Bond... |
| approxMacDurationUsingApprModifDuration | Calculates the Approximated Macaulay duration using the... |
| approxModifDuration | Calculates the Approximate Modified Duration. |
| bondPriceDefCoupon | Calculates the Price of Bond making Deficient Coupon... |
| bondPriceExcessCoupon | Calculates the Price of Bond making Excess Coupon Payments. |
| bondPriceYearlyCoupons | Calculates Present Value or the Price of the Bond paying... |
| changePvFullBondPrice | Calculates estimated change in the Full Price of the Bond (in... |
| computingAORMoneyMarketInstr | Calculates Add-on Rate (AOR) of Money Market Instruments. |
| computingBondPVBP | Calculates Price Value of a Basis Point (PVBP) for the Bond. |
| computingBondYtmRateFiveDecimalPlaces | Calculates the Yield-To-Maturity (value up to five decimal... |
| computingBondYtmRateSixDecimalPlaces | Calculates the Yield-To-Maturity (value up to six decimal... |
| computingGspread | Calculates the G-Spread which is the spread between the... |
| computingParRate | Calculates Par Rate using the given Spot Rates. |
| computingQuotedDiscRateMMI | Calculates Discount Rate of Money Market Instrument. |
| computingYTC | Calculates Yield-To-Call (YTC). |
| computingZspread | Calculates Z-Spread. |
| convertAPRtoDifferentPeriodcity | Converting an Annual Percentage Rate (APR) from a periodicity... |
| discMarginFRN | Calculates Discount Margin of a Floating-Rate Note (FRN). |
| disCouponPmtsBond | Calculates Discounted Value of Coupon Payments of the Bond... |
| disMaturityValBond | Calculates the Discounted Value of the the Par Value of the... |
| earZcbVariousPeriodicity | Calculates Effective Annual Rate (EAR) of a Zero-Coupon Bond... |
| effDurtnCallableBond | Calculates the Effective Duration statistic of a Callable... |
| estimatedPercentChangePVFullPrice | Calculates the percentage change in Full Price of the Bond... |
| extraCompensationForHigherRisk | Calculates desired extra compensation (in terms of bps) for a... |
| forwards | Calculates Yearly Forward Rates using the given Spot Rates. |
| frPricing | Calculates Bond Price using the Forward Rate Input. |
| fvMmiUsingQuotedDiscRate | Calculates Future Value of Money Market Instruments using the... |
| fvMoneyMarketInstrUsingAOR | Calculates Future Value of Money Market Instrument using... |
| macDuration | Calculates Macaulay Duration of a traditional Fixed-Rate... |
| macDurationOnCouponRate | #'Calculates Macaulay Duration using the Coupon Rate and... |
| macDurationOnFP | Calculates Macaulay Duration using the Full Price of the Bond... |
| matrixMethod | Calculate Present Value or the Price of illiquid Bond using... |
| modifDuration | Calculates Modified Duration statistic of a traditional... |
| modifDurationUsingMacDuration | Calculates Modified Duration using the Macaulay Duration and... |
| moneyDuration | Calculates Money Duration of a Bond. |
| periodicDiscRateFRN | Calculates periodic discount rate of a Floating-Rate Note... |
| pricingCommercialPaper | Calculates Price of Commercial Paper. |
| pricingFRN | Calculates Price of a Floating-Rate Note (FRN). |
| pricingMoneyMarketInstrUsingAOR | Calculates Price of Money Market Instruments using Add-on... |
| pricingQtrlyCpnBond | Calculates Present Value or the Price of the Bond paying... |
| pricingSaCpnBond | Calculates Present Value or the Price of the Bond paying... |
| pricingTbill | Calculates Price of a Treasury bill (T-bill). |
| pricingWithGspread | Calculates Bond Price using given values of G-Spread and... |
| pricingWithSpots | Calculate Present Value or the Price of the Bond using Spot... |
| pricingWithSptSeq | Calculate Present Value or the Price of the Bond using two... |
| pricingWithZspread | Calculates Bond Price using the given value of a Z-Spread and... |
| pricingZeroCouponBond | Calculates the Price of a Zero-Coupon Bond. |
| pvCouponDeficiency | Calculates the Present Value of the Deficiency as result of... |
| pvExcessCoupon | Calculates the Present Value of the Excess Coupon Payment... |
| pvFullPrice | Calculates Present Value of the Full Price of the Bond... |
| returnIncomeFRN | Calculates estimated Return on Floating-Rate Note (FRN) for a... |
| saForwards | Calculates Semi-Annual Forward Rates using the given Spot... |
| ytmZeroCouponBond | Calculates the Yield-To-Maturity(YTM) of a Zero-Coupon Bond. |
