MBRM FI Bond Accrued Calc demo (v. 2.2) Разработано MBRM - MB Risk Management |
MBRM Fixed Income Bond Accrued Calc Demo app calculates the accrued amount between two dates given nominal, coupon etc.
Supported accrued types:
30E/360
30/360
Act/360
Act/365 Fixed
Act/Act (Bond)
OAT Act/Act
30E/360+1
Act/365 Japan
Act/Act (Swap)
Supported coupon frequency:
Annual
Semi Annual
Quarterly
Monthly
Weekly
Daily
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