Create a Bond

Reference Code

Identifies the transaction in the portfolio.

Note: The reference must be unique among all the entities managed in the account.

External Reference Code

Used by external systems to identify the transaction. Used when transactions are imported from or exported to another system.

Bond Type

Type of the bond.

Principal

Principal amount of the transaction.

Currency

Currency of the principal amount.

Issuing Price

Computes the initial bond premium. An issuing price of 100% means that there is no initial bond premium.

Issuer

Issuer entity in the system.

Issuing and Paying Agent

A third party, usually a commercial bank, which accepts the payments from the issuer and then distributes the related amount to the holders of the bond.

Consumer Price Index

Note: These fields are only available for inflation linked bonds.

Measures the weighted average of prices of a basket of consumer goods and services.

Basis Index

Trade Date

Date at which the transaction has been traded. From that date, the system takes the transaction into account as an item of the portfolio.

Start Date

Unadjusted start date of the transaction.

End Date

Unadjusted end date of the transaction.

First Roll Date

Unadjusted date of the first payment (useful when the first period is a long or short stub).

Amortization Type

Amortization mode.

Extended Constant Annuity Date

Note: This field displays if extended constant annuities are selected as amortization type.

Indicates the date until which constant annuities will be computed (a transaction with a maturity date corresponding to the extended constant annuity date would amortize to zero at this date).

Index

Name of the index used to calculate the rate value, e.g. FIXED for a fixed rate.

Note: The field beside displays depending on the index selected.

Only a fixed index can be defined if constant annuities or extended constant annuities are selected as the amortization type.

Interest Rate

Fixed rate value in percentage.

Note: This field displays depending on the index selected.

Initial Interest Rate

Initial rate of the custom index.

Note: This field displays depending on the index selected.

Spread

Spread (or margin) value in percentage.

Note: This field displays depending on the index selected.

Day Count Convention

Used to compute the day fraction of an interest accrual period.

Capitalized Interest

Defines whether the interest amount should be paid at the payment date, or added to the principal (and included in the outstanding balance for the following periods).

Frequency

Frequency of the payments.

Interest Calculation Adjustment

Adjustment mode for the interest calculation. The nominal start and end dates of the accrual period will be adjusted accordingly before computing the interest amount.

Payment Date Adjustment

Adjustment mode for the payment date.

Last Stub Period

Defines whether the last period should be a short or long stub when it does not match the selected frequency:

• Short Stub: The payment date just before the end date should be respected.
• Long Stub: The payment date just before the end date is replaced with the payment occurring at the end date.

Note: If neither stub is selected, the short stub applies by default.