Bill

USD

Government Bill

Aliases: “ustb”

In [1]: defaults.spec["us_gbb"]
Out[1]: 
{'eom': True,
 'modifier': 'none',
 'calendar': 'nyc',
 'payment_lag': 0,
 'currency': 'usd',
 'convention': 'act360',
 'initial_exchange': False,
 'final_exchange': True,
 'payment_lag_exchange': 0,
 'settle': 1,
 'ex_div': 0,
 'calc_mode': 'us_gbb'}

In [2]: from rateslib.instruments.bonds import US_GBB

In [3]: US_GBB.kwargs
Out[3]: 
{'price_type': 'discount',
 'price_accrual_type': 'linear_days',
 'ytm_clone': 'us_gb'}

In [4]: Bill(dt(2000, 1, 1), "3m", spec="us_gbb").kwargs
Out[4]: 
{'effective': datetime.datetime(2000, 1, 1, 0, 0),
 'termination': '3m',
 'frequency': 's',
 'stub': <NoInput.blank: 0>,
 'front_stub': <NoInput.blank: 0>,
 'back_stub': <NoInput.blank: 0>,
 'roll': <NoInput.blank: 0>,
 'eom': True,
 'modifier': 'none',
 'calendar': 'nyc',
 'payment_lag': 0,
 'notional': <NoInput.blank: 0>,
 'currency': 'usd',
 'amortization': <NoInput.blank: 0>,
 'convention': 'act360',
 'fixed_rate': 0,
 'initial_exchange': False,
 'final_exchange': True,
 'ex_div': 0,
 'settle': 1,
 'calc_mode': 'us_gbb',
 'payment_lag_exchange': 0}

GBP

Government Bill

Aliases: “uktb”

In [5]: defaults.spec["uk_gbb"]
Out[5]: 
{'eom': True,
 'modifier': 'none',
 'calendar': 'ldn',
 'payment_lag': 0,
 'currency': 'gbp',
 'convention': 'act365f',
 'initial_exchange': False,
 'final_exchange': True,
 'payment_lag_exchange': 0,
 'settle': 1,
 'ex_div': 0,
 'calc_mode': 'uk_gbb'}

In [6]: from rateslib.instruments.bonds import UK_GBB

In [7]: UK_GBB.kwargs
Out[7]: 
{'price_type': 'simple',
 'price_accrual_type': 'linear_days',
 'ytm_clone': 'uk_gb'}

In [8]: Bill(dt(2000, 1, 1), "3m", spec="uk_gbb").kwargs
Out[8]: 
{'effective': datetime.datetime(2000, 1, 1, 0, 0),
 'termination': '3m',
 'frequency': 's',
 'stub': <NoInput.blank: 0>,
 'front_stub': <NoInput.blank: 0>,
 'back_stub': <NoInput.blank: 0>,
 'roll': <NoInput.blank: 0>,
 'eom': True,
 'modifier': 'none',
 'calendar': 'ldn',
 'payment_lag': 0,
 'notional': <NoInput.blank: 0>,
 'currency': 'gbp',
 'amortization': <NoInput.blank: 0>,
 'convention': 'act365f',
 'fixed_rate': 0,
 'initial_exchange': False,
 'final_exchange': True,
 'ex_div': 0,
 'settle': 1,
 'calc_mode': 'uk_gbb',
 'payment_lag_exchange': 0}

SEK

Government Bill

Aliases: “sgbb”

In [9]: defaults.spec["se_gbb"]
Out[9]: 
{'eom': False,
 'modifier': 'none',
 'calendar': 'stk',
 'payment_lag': 0,
 'currency': 'sek',
 'convention': 'act360',
 'initial_exchange': False,
 'final_exchange': True,
 'payment_lag_exchange': 0,
 'settle': 2,
 'ex_div': 0,
 'calc_mode': 'se_gbb'}

In [10]: from rateslib.instruments.bonds import SE_GBB

In [11]: SE_GBB.kwargs
Out[11]: 
{'price_type': 'simple',
 'price_accrual_type': 'linear_days',
 'ytm_clone': 'se_gb'}

In [12]: Bill(dt(2000, 1, 1), "3m", spec="se_gbb").kwargs
Out[12]: 
{'effective': datetime.datetime(2000, 1, 1, 0, 0),
 'termination': '3m',
 'frequency': 'a',
 'stub': <NoInput.blank: 0>,
 'front_stub': <NoInput.blank: 0>,
 'back_stub': <NoInput.blank: 0>,
 'roll': <NoInput.blank: 0>,
 'eom': False,
 'modifier': 'none',
 'calendar': 'stk',
 'payment_lag': 0,
 'notional': <NoInput.blank: 0>,
 'currency': 'sek',
 'amortization': <NoInput.blank: 0>,
 'convention': 'act360',
 'fixed_rate': 0,
 'initial_exchange': False,
 'final_exchange': True,
 'ex_div': 0,
 'settle': 2,
 'calc_mode': 'se_gbb',
 'payment_lag_exchange': 0}