Calculate Pricing

Calculate bond price from yield or yield from price.

Specify exactly ONE of 'price' or 'yield' in the request body. The API will calculate the missing value.

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Path Params
integer
required
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.

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.

enum

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

Termination type exposed via datafeed APIs.

enum

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

Calculation type for yield.

Optional put date to use for put termination calculations.

Optional call date to use for call termination calculations.

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