quantlib.mlab.fixed_income.cfamounts

cfamounts(coupon_rate, pricing_date, maturity_date, period, basis)

Calculate price and accrued interest

Args:

coupon_rate: coupon rate in decimal form (5% = .05) pricing_date: the date where market data is observed. Settlement

is by default 2 days after pricing_date

maturity_date: … bond period: periodicity of coupon payments basis: day count basis for computing accrued interest

Returns: cf_amounts: cash flow amount cf_dates: cash flow dates