Index

A

annuity_fv() (in module bond_pricing.present_value) annuity_instalment() (in module bond_pricing.present_value) annuity_instalment_breakup() (in module bond_pricing.present_value)

annuity_periods() (in module bond_pricing.present_value) annuity_pv() (in module bond_pricing.present_value) annuity_rate() (in module bond_pricing.present_value)

B

bond_coupon_periods() (in module bond_pricing.simple_bonds) bond_duration() (in module bond_pricing.simple_bonds) bond_price() (in module bond_pricing.simple_bonds) bond_price_breakup() (in module bond_pricing.simple_bonds) bond_pricing.key_rates module bond_pricing.present_value module

bond_pricing.simple_bonds module bond_pricing.utils module bond_pricing.zero_curve_bond_price module bond_yield() (in module bond_pricing.simple_bonds)

D

duration() (in module bond_pricing.present_value)

E

edate() (in module bond_pricing.utils)

equiv_rate() (in module bond_pricing.present_value)

F

fvaf() (in module bond_pricing.present_value)

I

irr() (in module bond_pricing.present_value)

K

key_rate_shift() (in module bond_pricing.key_rates)

key_rate_shifted_zero_curve() (in module bond_pricing.key_rates)

M

make_KRS() (in module bond_pricing.key_rates) make_zero_price_fun() (in module bond_pricing.zero_curve_bond_price) module bond_pricing.key_rates bond_pricing.present_value bond_pricing.simple_bonds bond_pricing.utils bond_pricing.zero_curve_bond_price

N

nelson_siegel_zero_rate() (in module bond_pricing.zero_curve_bond_price)

newton_wrapper() (in module bond_pricing.utils) npv() (in module bond_pricing.present_value)

P

par_yld_to_zero() (in module bond_pricing.zero_curve_bond_price)

pvaf() (in module bond_pricing.present_value)

S

static_zero_spread() (in module bond_pricing.zero_curve_bond_price)

Z

zero_curve_bond_duration() (in module bond_pricing.zero_curve_bond_price) zero_curve_bond_price() (in module bond_pricing.zero_curve_bond_price)

zero_curve_bond_price_breakup() (in module bond_pricing.zero_curve_bond_price) zero_to_par() (in module bond_pricing.zero_curve_bond_price)