Fxd Rate Bond


Fxd Rate Bond is a direct subtype of Bond
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with functions Fxd Rate Bond Functions, direct subtypes Fxd Rate Bond subtypes, keys Fxd Rate Bond keys and example object FxdBnd

TYPE INCLUSION RELATIONSHIPS

Bond

Fxd Rate Bond

BTP

Fxd Rate CD

Zero Bond

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AVAILABLE FUNCTIONS

Create

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AVAILABLE CREATE FUNCTION KEYS

Accrued Rate Def

Rate

Rate Def

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TYPICAL OBJECTS OF TYPE Fxd Rate Bond

FxdBnd

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This type 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.