Bonds can trade at a premium or discount to the face or maturity value. Once a bond is issued, it pays a fixed amount of interest, called the coupon rate. Premium and discount prices are how the bond market adjusts current bond yields to the coupon rate paid by the bond. To calculate...
weight: The weight of the bonds broken while generating the slabs. Default:BVS sg_filter: Dictionary of options to filter the slabs. method: Method to use for filtering the slabs based on the bonds broken. Default:all, which means nothing is filtered out. Available methods arebvs_threshold,b...