GovernmentBond

class sigtech.framework.instruments.bonds.GovernmentBond

Baseclasses: BondBase

Subclasses: GovernmentBondRepo, GovernmentBondSwap, InflationGovernmentBond

Government Bond - represents GOVT bond instrument.

Example object retrieval using different symbologies:

sig.obj.get('US 2.625 2029/02/15 GOVT')
sig.obj.get('US 2.625 2029/02/15 GOVT', symbology=sig.Symbology.SIG)
sig.obj.get('US9128286B18', symbology=sig.Symbology.ISIN)

country: Literal['US', 'DE', 'GB', 'JP', 'FR', 'IT', 'ES', 'BE', 'CA', 'SE', 'NO']

get_bond_repo()

Generate a government bond repo from the current bond instrument.

get_bond_swap()

Generate a government bond swap from the current bond instrument.

static schedule_stub(country)

Schedule stub.