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Australian (CGB's) 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

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

Calendar Days

Ex-Day Unit

7 Days

Final Period Start

Ex-Date of Penultimate Coupon

Final Period Yield Method

Money Market (Actual/365)

PPHRounding

9 Decimal Places

Yield Method

Compound Yield

 

 

See Also

Australian Special Pricing Conventions

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