| Financial Toolbox |
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Fixed-Income Securities
Accrued Interest
acrubond
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Accrued interest of security with periodic interest payments.
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acrudisc
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Accrued interest of discount security paying at maturity.
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Prices
bndprice
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SIA
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Price a fixed income security from yield to maturity.
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prdisc
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Price of discounted security.
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prmat
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Price with interest at maturity.
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prtbill
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Price of Treasury bill.
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Term Structure of Interest Rates
disc2zero
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Zero curve given a discount curve.
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fwd2zero
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Zero curve given a forward curve.
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prbyzero
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Price bonds in a portfolio by a set of zero curves.
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pyld2zero
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Zero curve given a par yield curve.
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tbl2bond
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Treasury bond parameters given Treasury bill parameters.
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tr2bonds
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Term-structure parameters given Treasury bond parameters.
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zbtprice
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Zero curve bootstrapping from coupon bond data given price.
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zbtyield
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Zero curve bootstrapping from coupon bond data given yield.
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zero2disc
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Discount curve given a zero curve.
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zero2fwd
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Forward curve given a zero curve.
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zero2pyld
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Par yield curve given a zero curve.
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Yields
beytbill
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Bond equivalent yield for Treasury bill.
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bndyield
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SIA
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Yield to maturity for fixed income security.
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discrate
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Bank discount rate of a money market security.
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ylddisc
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Yield of discounted security.
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yldmat
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Yield of security with interest at maturity.
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yldtbill
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Yield of Treasury bill.
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Interest Rate Sensitivities
bndconvp
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SIA
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Bond convexity given price.
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bndconvy
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SIA
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Bond convexity given yield.
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bnddurp
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SIA
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Bond duration given price.
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bnddury
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SIA
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Bond duration given yield.
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