BondReturn-class: Bond Total Return Metrics

Description Slots See Also

Description

The class BondReturn holds the results of bond total return analysis. Bond total return is the sum of coupon income, principal received, reinvestment income, and price appreciation or depreciation. In addition, most investors also track horizon current balance. The BondReturn class differs from the MortgageReturn class in that the MortgageReturn class includes scheduled principal and prepaid principal.

Slots

CouponIncome

A numeric value the coupon income received over the investment horizon

PrincipalReceived

A numeric value the scheduled principal received over the investment horizon

ReinvestmentIncome

A numeric value the reivestment income received over the investment horizon

HorizonCurrBal

A numeric value the current balance at the end of the investment horizon

HorizonPrice

A numeric the price at the end of the horizon

HorizonReturn

A numeric value the horizon total return

HorizonMos

A numeric value the number of months to the scenario horizon date

See Also

Other Bond Scenario Analysis: BondScenario-class, BondScenario, CouponIncome,BondReturn-method, HorizonCurrBal,BondReturn-method, HorizonMos,BondReturn-method, HorizonPrice,BondReturn-method, HorizonReturn,BondReturn-method, PrincipalReceived,BondReturn-method, ReinvestmentIncome,BondReturn-method, ScenarioHorizonMos,ScenarioCurve-method


glennmschultz/BondLab documentation built on May 11, 2021, 5:29 p.m.