Domestic and International Bonds
including Stepped Coupons and Sinking Funds |
 |
| bai |
accrued interest |
| bal |
average life of a sinking fund bond |
| bcamt |
coupon payment size for a particular coupon date |
| bcarry |
carry |
| bconv |
convexity |
| bcpn |
coupon or quasi-coupon date |
| bcshflw |
bond cash flows |
| bdur |
modified duration |
| bel |
equivalent life of a sinking fund bond |
| bexdiv |
ex-dividend date of a bond |
| bfact |
CBOT, LIFFE, MATIF, MONTREAL, MEFF, TSE and other contract conversion factors |
| bfwd |
forward price |
| bhyld |
holding period return |
| bifutp |
bond future price |
| birepo |
implied repo rate |
| bnbasis |
net basis |
| bncpn |
number of remaining coupon payments |
| bpr |
price given yield-to-maturity |
| bryld |
yield with externally specified reinvestment rate |
| btable |
bond type table |
| btype |
bond type |
| bvalbp |
value of a basis point |
| bval32 |
value of a 32nd |
| byld |
yield-to-maturity given price |
| byldal |
yield-to-average-life of a sinking fund bond |
| byworst |
yield-to-worst of a callable bond |
| Bills and Other Discount Securities |
|
| blbey |
bond equivalent yield |
| bldisc |
dollar discount given discount rate |
| bldiscr |
discount rate given dollar price |
| blpar |
bill parity, breakeven forward rate of short bill |
| blpr |
dollar price given discount rate |
| blrepo |
breakeven repo rate for bill tail |
| blstrip |
breakeven discount rate of long bill (strip) |
| bltail |
breakeven forward discount rate for bill tail |
| blval01 |
value of a basis point change in discount rate |
| blyld |
simple interest yield |
| blyldtodisc |
discount rate from simple interest or bond equivalent yield |
| blyldtopr |
price from either simple interest or bond equivalent yield |
