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Swedish (Statssobligations) Bond Pricing Conventions

Parameter

Convention

.

User -Defined

 

Clean Price / Yield

 

Settlement Date

 

Dated Date

 

First Coupon Date

 

Maturity Date

 

Face Value

 

Coupon Rate

 

Holiday Schedule

 

Output Flag

 

 

 

Pre-Defined

 

Accrual Basis

30E/360

Adjusted End of Month

No Adjustment

Business Day Convention

Following Business Day

Compounding Frequency

Annual

Coupon Frequency

Annual

Coupon Type

Equal

Discount Basis

30E/360

Ex-Date Convention

Business Days

Ex-Day Unit

5 Days

Final Period Start

Penultimate Coupon Date

Final Period Yield Method

Compound Yield

PPHRounding

12 Decimal Places

Yield Method

Compound Yield

 

 

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