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oBondAU_CFM( ) - Australian Government Bond Cash Flow Map Function


Resolution - Bond Pricing



Function Definition

oBondAU_CFM(Settlement Date, DatedDate, FirstCpnDate, MaturityDate, FaceValue, CouponRate, HolidaySchedule, OutputFlag)

Generates a cash flow map using the Australian Government bond pricing conventions. Returns either the cash flow map or the cash flow data (all cash flow data items or just one).



Bond Types

Australian Government bonds (CGB's).



Function Parameters





Parameter Type




Settlement Date


Valuation date of the bond.




SetDate < MatDate
SetDate >DatedDate

Dated Date


Date on which the bond begins to accrue interest.





First CpnDate


Date that the first coupon is paid. Only required if bond has an odd first coupon period. If not required, leave either blank or enter 0 as the date.




F.C.D > DatedDate
F.C.D < MatDate

Maturity Date


Maturity date of the bond.





Face Value


Redemption value for the bond paid at maturity.



FaceValue >= 0

Coupon Rate


Coupon rate of the bond, expressed as a decimal.



Coupon Rate >= 0

Holiday Schedule


Schedule of non-business days (excluding weekends).


Date Range


Leave blank if not applicable

Output Flag


Indicates which result, or set of results, will be displayed in the worksheet. When returning more than one value, the function must be entered as an array function.


See Cash Flow Map Output


Enumerated Constant


0 - Cash Flow Map
1 - Cash Flow Data
2 - Prev C.F Date
3 - Next C.F Date
4 - Days to Maturity
5 - Years to Maturity
6 - Days to next cpn
7 - Days Accrued
8 - No. of Cashflows
9 - Next Ex-div Date
10 -Days in prd (act)
11 -Days in prd (acc)
12 - Dividend State







See Also

Parameter Types

Australian (CGB's) Bond Pricing Conventions

oBondAU_Price( ) - Australian Government Bond Price Function

oBondAU_Yield( ) - Australian Government Bond Yield Function

oBond3_CFM( ) - Generic Bond Cash Flow Map Function 3

oBondAU_EYield( ) - Australian Government Bond Equivalent Yield Function

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