Format:
GOV:<COUNTRY> <MATURITY DATE> <COUPON> <PRICE>
Examples(*):
GOV:US 20101210 7.5 102.2
GOV:US 20220410 4.5 98.3
<COUNTRY> 2 letter ISO Code for the issuer government (ISO 3166-1 alpha-2)
<MATURITY DATE>: String in YYYYMMDD format indicating the maturity date for the bond.
<COUPON>: The coupon for the bond
<PRICE>: The bond price.
Optional Field:
<RATING>: The bond rating formatted in S&P rating syntax e.g., AA, BBB+, etc. Used when the issuer curve is not available or multiple ratings exist for an issuer, e.g., [GOV:US 20440317 7.25 99.396 BB-].
The price is provided to calculate YTM.
(*) Not real bonds. Used for illustrative purposes