Component |
Resolution - Bond Pricing |
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Function Definition |
oBondCA_CFM(Settlement Date, DatedDate, FirstCpnDate, MaturityDate, FaceValue, CouponRate, HolidaySchedule, OutputFlag) Generates a cash flow map using the Canadian Government bond pricing conventions. Returns either the cash flow map or the cash flow data (all cash flow data items or just one). |
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Bond Types |
Canadian Government bonds (Canadas). |
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Function Parameters |
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Parameters |
Description |
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Parameter Type |
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Restrictions |
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. |
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Settlement Date |
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Valuation date of the bond |
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Date |
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SetDate < MatDate |
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Dated Date |
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Date on which the bond begins to accrue interest. |
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Date |
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DatedDate<MatDate |
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First CpnDate |
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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. |
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Date |
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F.C.D > DatedDate |
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Maturity Date |
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Maturity date of the bond |
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Date |
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MatDate>DatedDate |
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Face Value |
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Redemption value for the bond paid at maturity. |
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Double |
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FaceValue >= 0 |
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Coupon Rate |
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Coupon rate of the bond, expressed as a decimal. |
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Double |
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Coupon Rate >= 0 |
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Holiday Schedule |
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Schedule of non-business days (excluding weekends). |
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Date Range |
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Leave blank if not applicable |
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Output Flag |
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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.
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Enumerated Constant |
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0 - Cash flow Map |
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