quantlib.instruments.bond.

Bond

class Bond

Bases: Instrument

Base bond class

Warning

Most methods assume that the cash flows are stored sorted by date, the redemption(s) being after any cash flow at the same date. In particular, if there’s one single redemption, it must be the last cash flow,

Attributes:

calendar

quantlib.time.date.calendar.Calendar

cashflows

Leg: cash flow stream

dirty_price

Bond dirty price

error_estimate

Real: error estimate on the NPV when available

is_expired

bool: whether the instrument might have value greater than zero.

issue_date

Date: Bond issue date

maturity_date

Date: Bond maturity date

net_present_value

The net present value of the instrument.

npv

A shortcut to the net_present_value property.

settlement_days

int

start_date

Date: Bond start date

valuation_date

Date: the date the net present value refers to.

Methods

accrued_amount(self, Date date=Date)	Returns the bond accrued amount at the given date
bond_yield(self, Price price, DayCounter dc, ...)	Return the yield given a price and settlement date
clean_price(self, *args)
notional(self, Date date=Date)
set_pricing_engine(self, PricingEngine engine)	Sets the pricing engine to be used.
settlement_date(self, Date from_date=Date)	Returns the bond settlement date after the given date.