jrvarma / bond_pricing

Bond pricing using YTM or zero curve. Also basic NPV/IRR functions

jrvarma/bond_pricing Issues

Difference from expected yield for bonds with clean_price equal to face_value near maturity
Closed 3 months ago1
have you thought of making a project into package?
Closed 4 months ago4
isda_daycounters
Updated 6 months ago1
PreviousCoupon and NextCoupon dates are incorrect in some cases
Closed 7 months ago1
Issue with bond_price when settlement date is coupon paying day
Closed 3 years ago7