.. module:: assets.BasicBonds The **BasicBond** Model ========================== Overview --------- :mod:`~assets.BasicBonds` models a portfolio of fixed rate bonds, generates cashflows and calculates the market value of the portfolio from a risk-free curve and Z-spreads. A table of bond attributes, a zero curve, a valuation date are given as inputs in the model. Based on the inputs, the cashflows and market values of the bonds are calculated. The Z-spreads of the bonds are given as an attribute of the input data, but the models has a cells to recalculate the Z-spreads from the market values of the bonds for validation. :mod:`~assets.BasicBonds` uses `QuantLib`_, a third-party open-source library for financial instrument valuation. :mod:`~assets.BasicBonds` contains only once space, :mod:`~assets.BasicBonds.Bonds` and all the inputs and calculations are defined in :mod:`~assets.BasicBonds.Bonds`. See :mod:`~assets.BasicBonds.Bonds` for the specification details. .. _QuantLib: https://www.quantlib.org/ Model Specifications --------------------- The :mod:`~assets.BasicBonds.Bonds` Space ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ .. autosummary:: :toctree: ../generated/ :template: llmodule.rst ~assets.BasicBonds.Bonds