Parameter

Convention

.

User -Defined

Clean Price / Yield

Settlement Date

Dated Date

First Coupon Date

Maturity Date

Face Value

Coupon Rate

Holiday Schedule

Output Flag

Pre-Defined

Accrual Basis

Actual/Actual (actual)

Adjusted End of Month

No Adjustment

Business Day Convention

Following Business Day

Compounding Frequency

Semi-Annual

Coupon Frequency

Semi-Annual

Coupon Type

Equal

Discount Basis

Actual/Actual (actual)

Ex-Date Convention

Calendar Days

Ex-Day Unit

10 Days

Final Period Start

Penultimate Coupon Date

Final Period Yield Method

Money Market (Actual/Actual Bond)

PPHRounding

12 Decimal Places

Yield Method

Compound Yield