Government Bonds¶
Format¶
GOV:<COUNTRY> <MATURITY DATE> <COUPON> <PRICE>
Examples¶
| Symbol |
|---|
GOV:US 20101210 7.5 102.2 |
GOV:US 20220410 4.5 98.3 |
Not real bonds. Used for illustrative purposes.
Fields¶
| Parameter | Required | Description |
|---|---|---|
<COUNTRY> |
Yes | 2-letter ISO country code for the issuer government (ISO 3166-1 alpha-2) |
<MATURITY DATE> |
Yes | String in YYYYMMDD format indicating the maturity date for the bond |
<COUPON> |
Yes | The coupon for the bond |
<PRICE> |
Yes | The bond price. Provided to calculate YTM |
<RATING> |
No | The bond rating in S&P syntax (e.g., AA, BBB+). 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- |