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Canadian (Canadas) Bond Pricing Conventions

Parameter

Convention

.

User -Defined

 

Clean Price / Yield

 

Settlement Date

 

Dated Date

 

First Coupon Date

 

Maturity Date

 

Face Value

 

Coupon Rate

 

Output Flag

 

 

Pre-Defined

 

Accrual Basis

Actual/Actual (actual)

Adjusted End of Month

No Adjustment

Business Day Convention

Following Business Day

Compounding Frequency

Semi-Annual

Coupon Frequency

Semi-Annual

Coupon Type

Equal

Discount Basis

Actual/Actual (actual)

Ex-Date Convention

None

Ex-Day Unit

0

Final Period Start

Penultimate Coupon Date

Final Period Yield Method

Money Market (actual/actual)

PPHRounding

12 Decimal Places

Yield Method

Compound Yield

 

 

See Also

Canadian Special Pricing Conventions

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