The BasicBond Model#
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.
The main Space in the