Fxd Rate Bond Fwd


Fxd Rate Bond Fwd is a direct subtype of Fwd Contract
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with functions Fxd Rate Bond Fwd Functions, keys Fxd Rate Bond Fwd keys and example object FxdBndFwd

TYPE INCLUSION RELATIONSHIPS

Fwd Contract

Fxd Rate Bond Fwd

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AVAILABLE FUNCTIONS

Clean Forward Price

Create

Fwd Price

Implied Yield

Settle Date

Spot Income

Spot Value

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AVAILABLE CREATE FUNCTION KEYS

Bond

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TYPICAL OBJECTS OF TYPE Fxd Rate Bond Fwd

FxdBndFwd

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This type represents a specialization where the underlying is a Fxd Rate Bond
If strike/forward price is desired, it can be obtained via the function Fwd Price. In this case, the strike variable in the constructor is irrelevant and will be ignored.
The pricing methodology is specified in Model[Fxd Rate Bond Fwd]