{"id":1552,"date":"2007-12-04T19:25:30","date_gmt":"2007-12-04T23:25:30","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=1552"},"modified":"2007-12-04T19:25:30","modified_gmt":"2007-12-04T23:25:30","slug":"iiac-releases-canadian-fixed-income-calculation-conventions","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=1552","title":{"rendered":"IIAC Releases Canadian Fixed Income Calculation Conventions"},"content":{"rendered":"<p>I only just noticed this two-week-old <a href=\"http:\/\/www.iiac.ca\/Upload\/Bond_Calculation_Conventions_News_Release.pdf\">press release<\/a>\u00a0from the Investment Industry Association of Canada, but it&#8217;s a good one and long overdue!<\/p>\n<blockquote><p>Setting out the practices and formulas currently used for the calculation of prices, interest payments and yields on securities traded in the Canadian fixed income markets, the publication is a single comprehensive reference of conventions commonly used for bond valuations in Canada. It is available for free on <a href=\"http:\/\/www.iiac.ca\">http:\/\/www.iiac.ca<\/a>.<\/p><\/blockquote>\n<p>Those who have suffered through endlessly repetitive\u00a0disputes about the difference between &#8220;Annualized Internal Rate of Return&#8221; and &#8220;Yield to Maturity&#8221; in the posts <a href=\"http:\/\/www.prefblog.com\/?p=864\">Modified Duration<\/a> and <a href=\"http:\/\/www.prefblog.com\/?p=1227\">Yield from On-Line Calculator<\/a> will be highly relieved to find an authoritative source for the conventions!<\/p>\n","protected":false},"excerpt":{"rendered":"<p>I only just noticed this two-week-old press release\u00a0from the Investment Industry Association of Canada, but it&#8217;s a good one and long overdue! Setting out the practices and formulas currently used for the calculation of prices, &hellip;<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[12],"tags":[],"class_list":["post-1552","post","type-post","status-publish","format-standard","hentry","category-interesting-external-papers"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/1552","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=1552"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/1552\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1552"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1552"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1552"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}