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Fixed_Rate_Bond_Forward_Functions

Function Settlement Date within Fixed Rate Bond Forward returns the settlement date of the forward contract based on the number of settlement days used in its definition.

Function Forward Price within Fixed Rate Bond Forward computes the dirty forward price.

Function Clean Forward Price within Fixed Rate Bond Forward computes the clean forward price.
It equals the dirty forward price minus the accrued coupon on bond at delivery.

Function Spot Value within Fixed Rate Bond Forward computes the spot dirty price of the underlying bond.

Function Spot Income within Fixed Rate Bond Forward computes the NPV of bond coupons discounted using the provided income discounting curve.
Here only coupons between max(evaluation date,settlement date) and maturity date of bond forward contract are considered income.

Function Implied Yield within Fixed Rate Bond Forward performs a simple yield calculation based on underlying spot and forward values, taking into account underlying income.
When t > 0, call with Underlying Spot Value = spotValue(t) and Underlying Forward Value = strike, to get current yield.
Here spotValue(t) is the output of the function
Fixed Rate Bond Forward::Spot Value for a given settlement date t
For a repo, if t = 0, it should reproduce the spot repo rate.