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oBondPT_CFM( ) - Portuguese Government Bond Cash Flow Map Function

Component

Resolution - Bond Pricing

 

 

Function Definition

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

Generates a cash flow map using the Portuguese 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

Portuguese Government bonds (OT's).

 

 

Function Parameters

 

Parameters

Description

 

Parameter Type

 

Restrictions

.

Settlement Date

 

Valuation date of the bond

 

Date

 

SetDate < MatDate
SetDate >DatedDate

Dated Date

 

Date on which the bond begins to accrue interest.

 

Date

 

DatedDate<MatDate

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.

Date

 

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

Maturity Date

 

Maturity date of the bond

 

Date

 

MatDate>DatedDate

Face Value

 

Redemption value for the bond paid at maturity.

Double

 

FaceValue >= 0

Coupon Rate

 

Coupon rate of the bond, expressed as a decimal.

 

Double

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

Portuguese (OT's) Bond Pricing Conventions

oBondPT_Price( ) - Portuguese Government Bond Price Function

oBondPT_Yield( ) - Portuguese Government Bond Yield Function

oBond3_CFM( ) - Generic Bond Cash Flow Map Function 3

oBondPT_EYield( ) - Portuguese Government Bond Equivalent Yield Function

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