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Sovereign Government Bond Conventions

Bond pricing in each country differs with respect to a number of conventions that affect accrued interest and the discounting process. Note that while the details in the following topics are used as the basis for pricing Sovereign bonds, it is not guaranteed that the conventions will accord with every user's interpretation of the pricing standards. Also, conventions in all countries are liable to change.

For these reasons, see the generic bond functions which allow for user-definable bonds. These functions can be defined with any combination of the convention settings.

 

In This Section

Summary of Government Bond Conventions

Ex-Dividend Conventions

Detailed Government Bond Conventions

Special Pricing Conventions

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