Functions on bonds
InterestRate.AccruedInterest[StartDate;EvaluationDate;PeriodFormula;InterestDate;NumberOfInterestDates]→Number
Start date (date[]).
Evaluation date (Date [Current date]).
Period formula (period formula type[]): The default assignment is the value from the bond master data (see Period formula typefunction).
Interest date (String[]): The interest dates for the year as a string (see Interest datefunction).
NumberOfInterestDates (number[]): The number of interest payment dates per year.
Result: The AccruedInterest function returns the interest payment for the period from the start date to the evaluation date on the basis of the specified period formula.
Bond.premium→number
Result: The premium function returns the value of the "Premium" field from the bond master data.
Bond.sharesProBond→number
Result: The AktienProAnleihe function returns the corresponding bond master date.
BondsBondsPerShare→Number
Result: The AnleihenProAktie function returns the corresponding bond master date.
Bond.bondType→BondType
Result: The BondType function returns the value of the "Bond type" field from the bond master data.
Bond.convexity[date;market interest rate;interest day type]→number
Date (Date[Current date]).
Market interest rate (figure[]).
Interest date type (period formula type[]): Default is the value from the bond master data.
Result: The Convexity function provides the convexity of the bond at the date and market interest rate.
Bond.CTD→Boolean
Result: The CTD function returns the field "CTD" ("Cheapest to deliver") from the bond master data.
Bond.DefaultedAsOf→Date
Result: The DefaultedAsOf function returns the date from which the bond is considered defaulted. For healthy bonds, the function returns "n/a".
Bond.duration[date;market interest rate;interest day type]→number
Date (Date[Current date]).
Market interest rate (figure[]).
Interest date type (period formula type[]): Default is the value from the bond master data.
Result: Duration of the bond at date and market interest rate.
Bond.issueDate→Date
Result: The IssueDate function returns the issue date of the bond. If an interest history has been created, the first date of the interest history is interpreted as the issue date.
Bond.issueVolume→Number
Result: The IssueVolume function returns the value of the "Issue volume" field from the bond master data.
Bond.issuer→Issuer
Result: The Issuer function returns the value of the "Issuer" field from the bond master data.
Bond.financialinnovation→Boolean
Result: The Financial innovation function provides the "Financial innovation" field from the bond master data. "True." Bond belonged to the class of financial innovations and had to be taxed accordingly before the introduction of the flat-rate withholding tax.
Fitch Bond Ratings" module
Bond.FitchLTRating→String
Result: The FitchLTRating function returns the Fitch Long-Term Rating.
Bond.FitchLTRatingAction→RatingAction
Result: The FitchLTRatingAction function returns the rating process that led to the last adjustment.
Fitch bond ratings" module
Bond.FitchLTRatingLastChange→Date
Result: The FitchLTRatingLastChange function returns the date of the last rating adjustment.
Fitch bond ratings" module
The Fitch Ratings data is associated with a special data subscription available to Infront Portfolio Manager users.
Bond.terminatedAt→Date
Result: The CanceledTo function returns the date from the "Canceled on" field in the bond master data.
Bond.HasPoolingFactor→Boolean
Result: The HasPoolingFactor function returns "True" if the bond is a pool factor bond according to the master data.
Bond.hasInterestHistory→Boolean
Result: The HatZinsHistorie function returns "True" if an interest history has been created for this bond.
Bond.IsNonMaturing→Boolean
Result: The IsNonMaturing function returns "True" if it is a continuous bond. In the bond master data, you will find the "Endless bond" checkbox on the "Advanced" tab.
Bond.isCancelable→Boolean
Result: The IsCallable function returns "True" if the "Bond is callable" field in the bond master data is activated.
Bond.callableFrom→Date
Result: The CancellableFrom function returns the date from the "Cancellable from" field in the bond master data.
Bond.maturity→Date
Result: The term function returns the term of the bond. If an interest history has been created, the last date of the interest history is interpreted as the term.
Bond.ModifiedDuration[date;market interest rate;interest day type]→number
Date (Date[Current date]).
Market interest rate (figure[]).
Interest date type (period formula type[]): Default is the value from the bond master data.
Result: The ModifiedDuration function returns the modified duration of the bond at the date and market interest rate.
Bond.MoodysLTRating→String
Result: The MoodysLTRating function returns the current Moody's rating of the bond from the master data. For the Moody's bond rating you need the corresponding data subscription.
Module "Moody's bond ratings"
Bond.MoodysRatingAction→MoodysRatingAction
Result: The Moody'sRatingAction function returns the current Moody's rating action of the bond from the master data (e.g. downgrade, upgrade...).
Module "Moody's bond ratings"
Bond.MoodysRatingLastChange→Date
Result: The MoodysRatingLastChange function returns the date of the last change to the rating.
Module "Moody's bond ratings"
Bond.after-taxYield[Date;YieldType;InterestDayType;TaxRate]→Number
Date (Date[Current date]).
Yield type (yield formula type [ISMA]).
Interest date type (period formula type[]): Default is the value from the bond master data.
Tax rate (percentage [0.40=40%]).
Result: The after-tax yield function returns the yield of the bond at<date>for the given calculation method after tax.
Next interest date[optional: Date]→Date
Date (Date[Current date]): Date from which the next interest date is calculated.
Result: The NextInterestDate function returns the next interest date based on the current date.
Bond.nominal→number
Result: The Nominal function returns the value of the "Nominal" field from the bond master data.
Bond.PaymentDate→Date
Result: The PaymentDate function returns the payment date of the bond.
Bond.periodformulaType→PeriodformulaType
Result: The Period formula type function returns the value of the "Interest days" field from the bond master data, e.g. "act/365".
Bond.rating→Rating type
Result: The Rating function returns the value of the "User-defined rating" field from the bond master data.
Bond.yield[date;yieldType;interestDayType]→number
Date (Date[Current date]).
Yield type (yield formula type [ISMA]).
Interest date type (period formula type[]): Default is the value from the bond master data.
Result: The Yield function returns the yield of the bond at<date>for the given calculation method.
Bond.remainingterm[date;interestdaytype]→number
Date (Date[Current date]).
Interest date type (period formula type [act/act (ISMA-251)]).
Result: The Remaining term function returns the remaining term of the bond at<date>in years according to the interest calculation method.
Bondredemption price→Percentage
Result: The Repayment rate function returns the value of the "Repayment rate" field from the bond master data.
Bond.StandardAndPoorsLTRating→String
Result: The StandardAndPoorsLTRating function returns the current S&P rating of the bond from the master data. For the S&P bond rating you need the corresponding data subscription.
S&P bond ratings" module
Bond.StandardAndPoorsRatingAction→StandardAndPoorsRatingAction
Result: The StandardAndPoorsRatingAction function returns the current S&P rating action of the bond from the master data (e.g. downgrade, upgrade...).
S&P bond ratings" module
Bond.StandardAndPoorsRatingLastChange→Date
Result: The StandardAndPoorsRatingLastChange function returns the date of the last change to the rating.
S&P bond ratings" module
Bond.accruedinterest[date;interestdaytype]→number
Date (Date[Current date]).
Interest date type (period formula type[]): Default is the value from the bond master data.
Result: The accrued interest function returns the accrued interest of the bond at<date>.
Bond.variableinterest→Boolean
Result: The VariablerZins function returns the "Variable interest rate" field from the bond master data.
Bond.previousInterestDate[optional:Date]→Date
Date (Date[Current date]): Date from which the previous interest date is calculated. Default is today.
Result: The PreviousInterestDate function returns the previous interest date based on the current date.
Bond.interest[date]→number
Date (Date[Current date]).
Result: The Interest function returns the interest rate of the bond on the specified date. If no interest history has been created, this value always corresponds to the master data "Interest rate".
Bond.interesthistory→History
Result: The Interest history function provides the interest history of the bond.
Bond.interest.interval→Interest.interval
Result: The interest rate interval function returns the interest rate interval from the master data of a bond.
Bond.interestdate[Index;Format;Separator] →String
Index (number[]): Number of the interest date from 1...Interest datesNo. If <index> 0, all interest dates are delivered consecutively, whereby they are then separated by separators.
Format (String[]): The display format in which an interest date is formatted. The default is "dd.mm.", i.e. the day and month each have two digits and end with a dot.
Separator (String[]).
Result: The interest date function returns one or more of the interest dates of the bond.
Bond.interest.datesNumber→Number
Result: The InterestDatesNumber function returns the number of interest dates from the interest interval set in the bond master data.
InterestDatesNumber and InterestDate return the corresponding master data. If an interest history has been created, the data from the history is authoritative.
Bond.ZivRelevant→Boolean
Result: The ZivRelevant function provides the master data field for bonds (and also funds) with an indication of the relevance of the security for the Interest Information Regulation.
Bond.additionalpayment→number
Result: The additional payment function returns the corresponding bond master date.