Deriscope

The Excel Derivatives Periscope

Coverage

Fixed_Rate_Bond

Fixed Rate Bond is a child type of Bond that represents a specialization where each coupon is determined by a predefined constant interest rate.
Each fixed payment equals NrΔt, where r is the applicable rate determined by the predefined constant rates, N is the applicable notional and Δt is the length of the respective accrual period.
All cash flows are denominated in the same currency.