Python class and jupyter iPython notebook for pricing a fixed coupon bond
Python class and jupyter iPython notebook for pricing a fixed coupon bond. This is primarily designed for use in primary markets, but also works for secondary.
The following coupon frequencies are supported: annual, semi-annual, quarterly, monthly
The following day count conventions are supported: actual/actual, actual/365, actual/360, 30/360 US, 30/360 EU
The following first coupon types are supported: regular, long first, short first, full short first
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