Dominic Hong
Dominic Hong
``` class TestBond: @pytest.fixture(scope='class') def global_data(self): # A 3 months treasure with 0 coupon per year. bill = Bond( issue_date=Date(25, 7, 2022), maturity_date=Date(24, 10, 2022), coupon=0, freq_type=FrequencyTypes.SIMPLE, accrual_type=DayCountTypes.ACT_ACT_ICMA ) settlement_date...
Thank you for your quick fix. It seems to me that it would be better to use the ACT_ACT_ISDA convention for Zero Coupon Bond, in case that the period crosses...
Hi @domokane Is the product.bonds.bond_portfolio.py for this issue? It's not implemented yet. So the goal of this issue is to implement the bond_portfolio.py?
I am thinking about a method of computing the profit of a Bond given the inital ytm and final ytm. It should look like this: ```Python def get_profit(self, initial_date, end_date,...
Hi @sagayev, product.bonds.Bond is the base class you want, except for the Security Identifier attribute. However, all types of bonds are implemented individually, not by inheritance. Domokane prefered this way...
What do you want to value? Of course Financepy accepts yield curves as inputs if necessary.