- accrualSchedule
Sets the accrual schedule. This is used to define the accrual periods. These are
used directly or in
- build
- currency
Sets the currency that the bond is traded in.
- dayCount
Sets the day count convention applicable. The conversion from dates to a
numerical value is made bas
- exCouponPeriod
Sets ex-coupon period. Some bonds trade ex-coupons before the coupon payment.
The coupon is paid not
- fixedRate
Sets the fixed coupon rate. The periodic payments are based on this fixed coupon
rate.
- legalEntityId
Sets the legal entity identifier. This identifier is used for the legal entity
that issues the bond.
- notional
Sets the notional amount, must be positive. The notional expressed here must be
positive. The curren
- securityId
Sets the security identifier. This identifier uniquely identifies the security
within the system.
- settlementDateOffset
Sets the number of days between valuation date and settlement date. This is used
to compute clean pr
- yieldConvention
Sets yield convention. The convention defines how to convert from yield to price
and inversely.