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                                                   Bonds and coupons

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Barbecue
2015-10-16 09:24:10


Hi,
I would like to know how to include bond coupons. The closest thing I found is that for a bond symbol for my local market I can load for a specific date, a dividend through Symbol ->Dividend. Is there a way to load all dates where a bond is paying coupons? For instance, many bonds pay coupons always at the same date and some pay always the same amount. I would like to be able to click a check box that says "repeats every year until" or something like that.
Also, after I load the dividend, where do I check all the dividends and values loaded ?

When I run a simulation, is there any metric I could use to find out if I picked any coupons along the way ?

Thanks !



QuantShare
2015-10-19 04:27:55

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You can use the global script to programmatically specify bond coupons (tools -> Script Editor). There are no metrics for that unless you implement your own using C# in the money management script.


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