Download Pricing

Calculate bond price from yield or yield from price and return Excel file.

Specify exactly ONE of 'price' or 'yield' in the request body.

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integer
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Body Params

Request schema for pricing calculations.

date
required

Settlement date for pricing calculation

Face value/quantum for calculation. Defaults to instrument's par value if not specified. Cannot be used together with 'quantity'.

Number of units traded. If provided, quantum is calculated as quantity * par_value. Cannot be used together with 'quantum'.

Yield as decimal (e.g., 0.09 for 9%). Specify one of price or yield.

Unit clean price per 100 of par value. Specify one of price or yield.

TerminationType | null

Termination type for pricing (maturity, call, put). Defaults: call for callable, maturity for standard, put for puttable.

CalculationType | null

Calculation type (eay, bey, mmy). Defaults: bey for GSec, mmy for money market, eay for others

Optional put date to use for put termination calculations.

Optional call date to use for call termination calculations.

≥ 0

Current benchmark rate for floating/reset rate bonds. Used to calculate future coupon rates as (benchmark_rate + spread).

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