BBG Testing Examples about financepy

[gulls-on-parade]

Still interested in these? Might be able to help

[domokane]

Please email me any examples and I will try to make a notebook as a test. quant@financepy,com

[sagayev]

I have tested the US Treasury security against the Bloomberg screen on a notebook. The cashflow dates and accrued interest amounts do not match. I am attaching it here as PDF. Please let me know where I should adjust the code. If I can then I rewrite the code and submit a PR.

FinancePy_US_Treasury_check_with_Bloomberg_screen.pdf

[sagayev]

I have tested the US Treasury security against the Bloomberg screen on a notebook. The cashflow dates and accrued interest amounts do not match. I am attaching it here as PDF. Please let me know where I should adjust the code. If I can then I rewrite the code and submit a PR.

FinancePy_US_Treasury_check_with_Bloomberg_screen.pdf

Dear @domokane did you have a chance to look at the example above? It includes both BBG screen and the code. You can replicate it easily.

[domokane]

Hi Sagayev

I have fixed it and pushed a new version of financepy to PYPI. Here is an example notebook.

https://github.com/domokane/FinancePy/blob/master/notebooks/products/bonds/FINBOND_ExampleUSTreasury_CUSIP_91282CFX4.ipynb

Cheers
D