Samir Aghayev

I have tested the US Treasury security against the **Bloomberg** screen on a notebook. The cashflow dates and accrued interest amounts do not match. I am attaching it here as...

> I have tested the US Treasury security against the **Bloomberg** screen on a notebook. The cashflow dates and accrued interest amounts do not match. I am attaching it here...

I also would like to work on this. But before that someone with more strategic view should implement base bond class and other bonds should inherit from that base. Base...

Dear @domokane I have done some calculations. I will send you a notebook for your review. If I am on the right track I can incorporate into code together with...

I am attaching the notebook here. Someone else may have an opinion or suggestion. [KRD_draft_by_sagayev.zip](https://github.com/domokane/FinancePy/files/10802694/KRD_draft_by_sagayev.zip) .ipynb file inside a zipped file.

Hello @domokane , The Periscope example in the above link does not seem to calculate the modified duration correctly. Their modified duration and the sum of key rate durations are...

[KRD_draft_by_sagayev_Bloomberg.pdf](https://github.com/domokane/FinancePy/files/10999160/KRD_draft_by_sagayev_Bloomberg.pdf) Dear @domokane, I have compared my numbers with Bloomberg. They are very close. I also added more comments to explain the code. Please let me know if it seems...