International organizations

BIS
Bank for International Settlements


ECB
European Central Bank


European Commission - EFC WG on Government Bonds and Bills
Economic and Financial Committee Group on EU Government Bills and Bonds


Eurostat
Statistical Office of the European Communities


FBE
European Banking Federation


IMF
International Monetary Fund


ISDA
International Swaps and Derivatives Association


ISMA
International Securities Market Association


OECD
Organisation for Economic Co-operation and Development


OECD - Public Debt Management
Directorate for Financial and Enterprise Affairs - Working party on government debt management


World Bank
WB - Public Debt Management Group

Contents

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    HGB and T-bill calculator
    Date: settlement date; minimum value: 01-01-2003; the date on which securities must be delivered and paid for to complete a transaction
    Type: DKJ - discount treasury bills, KTV - treasury bonds
    Convention: calculation method: ISMA (Act/Act) or EHM (Act/365 No Leap)
    Security: T-Bond or T-Bill denominated in HUF
    Yield %: yield to maturity, the percentage rate of return paid if the security is held to its maturity date
    Clean Price %: net present value of selected security, if it is not the input field, then = gross price% - acc. interest%
    Acc. Interest %: the amount of interest accumulated but not paid between the issue date or most recent payment and the settlement date
    Gross Price %: present value of selected security, if it is not the input field, then = clean price% + acc. interest%
    Face Value: optional positive integer value, Net Price, Acc. Ineterst and Gross Price will be recalculated
    Net Price: Clean Price% * face value
    Acc. Interest: Acc. Interest% * face value
    Gross Price: Gross Price% * face value