Bond Futures

Calculate price and implied repo rate for bond futures

Functions

`bndfutimprepo`	Implied repo rates for bond future given price
`bndfutprice`	Price bond future given repo rates
`convfactor`	Bond conversion factors
`tfutbyprice`	Future prices of Treasury bonds given spot price
`tfutbyyield`	Future prices of Treasury bonds given current yield
`tfutimprepo`	Implied repo rates for Treasury bond future given price
`tfutpricebyrepo`	Calculates Treasury bond futures price given the implied repo rates
`tfutyieldbyrepo`	Calculates Treasury bond futures yield given the implied repo rates

This example demonstrates analyzing German Euro-Bund futures traded on Eurex.

This example shows how to hedge the interest-rate risk of a portfolio using bond futures.

This example shows how to construct a Diebold Li model of the US yield curve for each month from 1990 to 2010.

This example shows how to hedge the interest-rate risk of a portfolio using bond futures.

Bond futures are futures contracts where the commodity for delivery is a government bond.

The Present Value of a Basis Point (PVBP) is used to manage interest-rate risk.

A stepped-coupon bond has a fixed schedule of changing coupon amounts.