Examples

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Use this list to find examples in the documentation.

Agency Option Adjusted Spreads

Computing the Agency OAS for Bonds

Treasury Bills

Treasury Bill Repurchase Agreements
Treasury Bill Yields

Using Zero-Coupon Bonds

Pricing Treasury Notes
Pricing Corporate Bonds

Stepped-Coupon Bonds

Cash Flows from Stepped-Coupon Bonds
Price and Yield of Stepped-Coupon Bonds

Pricing and Hedging

Swap Pricing Example

Bond Futures

Example Analysis of Bond Futures

Credit Default Swaps

Bootstrapping a Default Probability Curve
Finding the Breakeven Spread for a New CDS Contract
Valuing an Existing CDS Contract
Converting from Running to Upfront and Vice Versa
Bootstrapping from Inverted Market Curves

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