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  "Description": "Bond Pricing and Fixed-Income Valuation of Selected\nSecurities included here serve as a quick reference of\nQuantitative Methods for undergraduate courses on Fixed-Income\nand CFA Level I Readings on Fixed-Income Valuation, Risk and\nReturn. CFA Institute (\"CFA Program Curriculum 2020 Level I\nVolumes 1-6. (Vol. 5, pp. 107-151, pp. 237-299)\", 2019, ISBN:\n9781119593577). Barbara S. Petitt (\"Fixed Income Analysis\",\n2019, ISBN: 9781119628132). Frank J. Fabozzi (\"Handbook of\nFinance: Financial Markets and Instruments\", 2008, ISBN:\n9780470078143). Frank J. Fabozzi (\"Fixed Income Analysis\",\n2007, ISBN: 9780470052211).",
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    {
      "page": "aiActDtCon",
      "title": "Calculates the accrued interest with actual-by-actual day convention.",
      "topics": [
        "aiActDtCon"
      ]
    },
    {
      "page": "aiRoundedDaysConv",
      "title": "Calculates the accrued interest with 30-by-360, day convention.",
      "topics": [
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      ]
    },
    {
      "page": "annualYtmZcbForPeriodicity",
      "title": "Calculates annual Yield-To-Maturity (YTM) of Zero-Coupon Bond with given Price and given Maturity Value for various values of Periodicity.",
      "topics": [
        "annualYtmZcbForPeriodicity"
      ]
    },
    {
      "page": "approxMacDurationUsingApprModifDuration",
      "title": "Calculates the Approximated Macaulay duration using the Approximate Modified Duration and Yield-To-Maturity.",
      "topics": [
        "approxMacDurationUsingApprModifDuration"
      ]
    },
    {
      "page": "approxModifDuration",
      "title": "Calculates the Approximate Modified Duration.",
      "topics": [
        "approxModifDuration"
      ]
    },
    {
      "page": "bondPriceDefCoupon",
      "title": "Calculates the Price of Bond making Deficient Coupon Payments.",
      "topics": [
        "bondPriceDefCoupon"
      ]
    },
    {
      "page": "bondPriceExcessCoupon",
      "title": "Calculates the Price of Bond making Excess Coupon Payments.",
      "topics": [
        "bondPriceExcessCoupon"
      ]
    },
    {
      "page": "bondPriceYearlyCoupons",
      "title": "Calculates Present Value or the Price of the Bond paying Annual Coupons.",
      "topics": [
        "bondPriceYearlyCoupons"
      ]
    },
    {
      "page": "changePvFullBondPrice",
      "title": "Calculates estimated change in the Full Price of the Bond (in currency units) for a given Money Duration and a given change in the Yield-To-Maturity.",
      "topics": [
        "changePvFullBondPrice"
      ]
    },
    {
      "page": "computingAORMoneyMarketInstr",
      "title": "Calculates Add-on Rate (AOR) of Money Market Instruments.",
      "topics": [
        "computingAORMoneyMarketInstr"
      ]
    },
    {
      "page": "computingBondPVBP",
      "title": "Calculates Price Value of a Basis Point (PVBP) for the Bond.",
      "topics": [
        "computingBondPVBP"
      ]
    },
    {
      "page": "computingBondYtmRateFiveDecimalPlaces",
      "title": "Calculates the Yield-To-Maturity (value up to five decimal places) of the Bond paying Annual Coupons.",
      "topics": [
        "computingBondYtmRateFiveDecimalPlaces"
      ]
    },
    {
      "page": "computingBondYtmRateSixDecimalPlaces",
      "title": "Calculates the Yield-To-Maturity (value up to six decimal places) of the Bond paying Annual Coupons.",
      "topics": [
        "computingBondYtmRateSixDecimalPlaces"
      ]
    },
    {
      "page": "computingGspread",
      "title": "Calculates the G-Spread which is the spread between the yields-to-maturity on the corporate bond and that of government bond having the same maturity.",
      "topics": [
        "computingGspread"
      ]
    },
    {
      "page": "computingParRate",
      "title": "Calculates Par Rate using the given Spot Rates.",
      "topics": [
        "computingParRate"
      ]
    },
    {
      "page": "computingQuotedDiscRateMMI",
      "title": "Calculates Discount Rate of Money Market Instrument.",
      "topics": [
        "computingQuotedDiscRateMMI"
      ]
    },
    {
      "page": "computingYTC",
      "title": "Calculates Yield-To-Call (YTC).",
      "topics": [
        "computingYTC"
      ]
    },
    {
      "page": "computingZspread",
      "title": "Calculates Z-Spread.",
      "topics": [
        "computingZspread"
      ]
    },
    {
      "page": "convertAPRtoDifferentPeriodcity",
      "title": "Converting an Annual Percentage Rate (APR) from a periodicity of 2 to another periodicity of 4, 12, or 1.",
      "topics": [
        "convertAPRtoDifferentPeriodcity"
      ]
    },
    {
      "page": "discMarginFRN",
      "title": "Calculates Discount Margin of a Floating-Rate Note (FRN).",
      "topics": [
        "discMarginFRN"
      ]
    },
    {
      "page": "disCouponPmtsBond",
      "title": "Calculates Discounted Value of Coupon Payments of the Bond using Market Discount Rate or the Required Rate of Return.",
      "topics": [
        "disCouponPmtsBond"
      ]
    },
    {
      "page": "disMaturityValBond",
      "title": "Calculates the Discounted Value of the the Par Value of the Bond or the amount to be paid at the maturity of the Bond using the Market Discount Rate.",
      "topics": [
        "disMaturityValBond"
      ]
    },
    {
      "page": "earZcbVariousPeriodicity",
      "title": "Calculates Effective Annual Rate (EAR) of a Zero-Coupon Bond for various values of Periodicity.",
      "topics": [
        "earZcbVariousPeriodicity"
      ]
    },
    {
      "page": "effDurtnCallableBond",
      "title": "Calculates the Effective Duration statistic of a Callable Bond.",
      "topics": [
        "effDurtnCallableBond"
      ]
    },
    {
      "page": "estimatedPercentChangePVFullPrice",
      "title": "Calculates the percentage change in Full Price of the Bond for a given a change in its Yield-To-Maturity and Modified Duration statistic.",
      "topics": [
        "estimatedPercentChangePVFullPrice"
      ]
    },
    {
      "page": "extraCompensationForHigherRisk",
      "title": "Calculates desired extra compensation (in terms of bps) for a risky Bond as compared Annual Percentage Rate(APR) of a comparable Bond.",
      "topics": [
        "extraCompensationForHigherRisk"
      ]
    },
    {
      "page": "forwards",
      "title": "Calculates Yearly Forward Rates using the given Spot Rates.",
      "topics": [
        "forwards"
      ]
    },
    {
      "page": "frPricing",
      "title": "Calculates Bond Price using the Forward Rate Input.",
      "topics": [
        "frPricing"
      ]
    },
    {
      "page": "fvMmiUsingQuotedDiscRate",
      "title": "Calculates Future Value of Money Market Instruments using the given Discount Rate.",
      "topics": [
        "fvMmiUsingQuotedDiscRate"
      ]
    },
    {
      "page": "fvMoneyMarketInstrUsingAOR",
      "title": "Calculates Future Value of Money Market Instrument using Add-on Rate (AOR)",
      "topics": [
        "fvMoneyMarketInstrUsingAOR"
      ]
    },
    {
      "page": "macDuration",
      "title": "Calculates Macaulay Duration of a traditional Fixed-Rate Bond.",
      "topics": [
        "macDuration"
      ]
    },
    {
      "page": "macDurationOnCouponRate",
      "title": "#'Calculates Macaulay Duration using the Coupon Rate and Yield-To-Maturity.",
      "topics": [
        "macDurationOnCouponRate"
      ]
    },
    {
      "page": "macDurationOnFP",
      "title": "Calculates Macaulay Duration using the Full Price of the Bond and Yield-To-Maturity.",
      "topics": [
        "macDurationOnFP"
      ]
    },
    {
      "page": "matrixMethod",
      "title": "Calculate Present Value or the Price of illiquid Bond using Matrix Method.",
      "topics": [
        "matrixMethod"
      ]
    },
    {
      "page": "modifDuration",
      "title": "Calculates Modified Duration statistic of a traditional Fixed-Rate Bond.",
      "topics": [
        "modifDuration"
      ]
    },
    {
      "page": "modifDurationUsingMacDuration",
      "title": "Calculates Modified Duration using the Macaulay Duration and Yield-To-Maturity.",
      "topics": [
        "modifDurationUsingMacDuration"
      ]
    },
    {
      "page": "moneyDuration",
      "title": "Calculates Money Duration of a Bond.",
      "topics": [
        "moneyDuration"
      ]
    },
    {
      "page": "periodicDiscRateFRN",
      "title": "Calculates periodic discount rate of a Floating-Rate Note (FRN).",
      "topics": [
        "periodicDiscRateFRN"
      ]
    },
    {
      "page": "pricingCommercialPaper",
      "title": "Calculates Price of Commercial Paper.",
      "topics": [
        "pricingCommercialPaper"
      ]
    },
    {
      "page": "pricingFRN",
      "title": "Calculates Price of a Floating-Rate Note (FRN).",
      "topics": [
        "pricingFRN"
      ]
    },
    {
      "page": "pricingMoneyMarketInstrUsingAOR",
      "title": "Calculates Price of Money Market Instruments using Add-on Rate (AOR)",
      "topics": [
        "pricingMoneyMarketInstrUsingAOR"
      ]
    },
    {
      "page": "pricingQtrlyCpnBond",
      "title": "Calculates Present Value or the Price of the Bond paying Quarterly Coupons.",
      "topics": [
        "pricingQtrlyCpnBond"
      ]
    },
    {
      "page": "pricingSaCpnBond",
      "title": "Calculates Present Value or the Price of the Bond paying semi-annual Coupons.",
      "topics": [
        "pricingSaCpnBond"
      ]
    },
    {
      "page": "pricingTbill",
      "title": "Calculates Price of a Treasury bill (T-bill).",
      "topics": [
        "pricingTbill"
      ]
    },
    {
      "page": "pricingWithGspread",
      "title": "Calculates Bond Price using given values of G-Spread and yield-to-maturity for the government benchmark bond.",
      "topics": [
        "pricingWithGspread"
      ]
    },
    {
      "page": "pricingWithSpots",
      "title": "Calculate Present Value or the Price of the Bond using Spot Rates.",
      "topics": [
        "pricingWithSpots"
      ]
    },
    {
      "page": "pricingWithSptSeq",
      "title": "Calculate Present Value or the Price of the Bond using two different Sequences of Spot Rates.",
      "topics": [
        "pricingWithSptSeq"
      ]
    },
    {
      "page": "pricingWithZspread",
      "title": "Calculates Bond Price using the given value of a Z-Spread and spot rates taken from the spots curve.",
      "topics": [
        "pricingWithZspread"
      ]
    },
    {
      "page": "pricingZeroCouponBond",
      "title": "Calculates the Price of a Zero-Coupon Bond.",
      "topics": [
        "pricingZeroCouponBond"
      ]
    },
    {
      "page": "pvCouponDeficiency",
      "title": "Calculates the Present Value of the Deficiency as result of lower Coupon Payments as compared that of the Market.",
      "topics": [
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      ]
    },
    {
      "page": "pvExcessCoupon",
      "title": "Calculates the Present Value of the Excess Coupon Payment resulting due to higher Coupon Rate as compared the Market Discount Rate.",
      "topics": [
        "pvExcessCoupon"
      ]
    },
    {
      "page": "pvFullPrice",
      "title": "Calculates Present Value of the Full Price of the Bond including Accrued Interest.",
      "topics": [
        "pvFullPrice"
      ]
    },
    {
      "page": "returnIncomeFRN",
      "title": "Calculates estimated Return on Floating-Rate Note (FRN) for a given Index, Quoted Margin, Maturity Value, and Periodicity.",
      "topics": [
        "returnIncomeFRN"
      ]
    },
    {
      "page": "saForwards",
      "title": "Calculates Semi-Annual Forward Rates using the given Spot Rates.",
      "topics": [
        "saForwards"
      ]
    },
    {
      "page": "ytmZeroCouponBond",
      "title": "Calculates the Yield-To-Maturity(YTM) of a Zero-Coupon Bond.",
      "topics": [
        "ytmZeroCouponBond"
      ]
    }
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