Bond Functions

Highlights

Bill Functions
THIblbey	Bond equivalent yield
THIbldisc	Dollar discount
THIbldisc	Discount rate
THIblpar	Bill parity or implied forward rate
THIblpr	Dollar price
THIblrepo	Break-even repo rate (tail calculation)
THIblstrip	Break-even discount rate on long bill (strip calculation)
THIbltail	Break-even forward discount rate for bill tail
THIblval01	Value of a basis point
THIblyld	Simple interest yield
THIblyldtodisc	Discount rate given yield
THIblyldtopr	Dollar price given yield
THIbillver	Return bill module version information

CD Functions
THIcdai	Accrued interest
THIcdbey	Bond equivalent yield
THIcdpr/THIcdpr1	Quoted dollar price
THIcdrepo	Break-even repo rate (tail calculation)
THIcdtail	Break-even sale yield to maturity for tail
THIcdval01	Value of a basis point
THIcdybm	Holding period yield
THIcdyld/ THIcdyld1	Yield to maturity
THIcdver	Return CD module version information

Bond Functions
THIbai/THIbai1	Accrued interest
THIbal	Average life of a sinking fund bond
THIbcamt	Coupon payment size
THIbcarry	Carry
THIbconv	Convexity
THIbcpn	Coupon or quasi-coupon date
THIbcshflw	Bond cash flow
THIbcshflw_free	Free memory allocated by the THIbcshflw function
THIbcustom	Specify a custom bond type
THIbdur	Duration
THIbel	Equivalent life
THIbexdiv	Ex-dividend date for a bond
THIbfact/THIbfact1	Bond + note futures price conversion factor
THIbfwd	Forward price of a bond
THIbhyld	Bond holding period return
THIbifutp	Bond implied future price
THIbirepo	Bond implied repo rate
THIbnbasis	Net basis
THIbncpn	Remaining number of coupon payments
THIbpr	Price given yield-to-maturity
THIbradypr	Price of a Brady bond
THIbradyyld	Duration of a brady bond
THIbradydur	Yield of a Brady bond
THIbryld	Yield-to-maturity with specified reinvestment rate
THIbtype	Characteristics of bond types
THIbvalbp	Value of a basis point
THIbval32	Value of a 32nd
THIbyld	Yield-to-maturity
THIbyldal	Yield-to-average life
THIbyworst	Yield-to-worst
THIbondver	Return bond module version information

Perpetual bond functions
THIpbai	Accrued interest
THIpbcamt	Coupon payment size
THIpbcarry	Carry
THIpbconv	Convexity
THIpbcpn	Coupon or quasi-coupon date
THIpbdur	Duration
THIfwd	Forward price of a bond
THIpbirepo	Perpetual bond implied repo rate
THIpbpr	Price given yield
THIpbvalbp	Value of a basis point
THIpbval32	Value of a 32nd
THIpbyld	Yield given price

Floating Rate Note Functions
THIfrnai	Accrued Interest
THIfrncamt	Coupon payment size
THIfrnconv	Convexity
THIfrncshflw	Floating rate note cash flow
THIfrncshflw_free	Free memory allocated by the THIfrncshflw function
THIfrndm	Discounted Margin
THIfrndur	Duration
THIfrnpr	FRN price given yield
THIfrnsm	Simple Margin
THIfrnvalbp	Value of a basis point
THIfrnval32	Value of a 32nd
THIfrnyld	Yield-to-maturity

Index-linked Gilt Functions
THIilgai	Accrued interest for index-linked gilts
THIilgcshflw	Anticipated cash flow for an index-linked gilt
THIilgcshflw_free	Free memory allocated by THIilgcshflw
THIilgpr	Price given yield-to-maturity
THIilgyld	Real yield of an index-linked gilt

PIK (payment in kind) bond functions
THIpikai	PIK bond accrued interest
THIpikcshflw	PIK bond cash flows
THIdur	PIK bond duration
THIpikpr	PIK bond price given yield
THIpikval32	Value of a 32nd
THIpikvalbp	Value of a basis point
THIpikyld	PIK bond yield-to-maturity
THIpikcshflow_free	Free memory allocated by THIipikcshflow