## Bond Figuration

### Accrued Interest

Accrued interest where coupon amounts are based on number of days in the coupon period

Accrued Interest

Accrued Interest at Maturity

Accrued Interest Factor

Accrued Interest Factor, Interest at Maturity

Accrued Interest Factor, Odd First Coupon

Accrued Interest Factor, Odd Last Coupon

Accrued Interest Factor, Regular Periodic Interest

Accrued Interest on a Bond

Accrued interest for a security where interest is compounded periodically and paid at maturity.

Accrued interest for a security with an odd first or odd last coupon period

### Annuity Calculations

Interest Rate of a Security

Odd First Interest

Odd First Period Yield

Amount Received at Maturity

### Bond Amortization

Constant daily effective rate for bond/loan amortization

Amortization Schedule of a Bond

*(table-valued function)*### Bond Figuration

Cash flows for a bond paying regular periodic interest

*(table-valued function)*
Calculate the convexity of an option free bond

Coupon Days - beginning to settlement

Coupon Days

Coupon Days - settlement to next coupon

Coupon Days - next coupon date

Number of Coupons from settlement to maturity

Previous Coupon Date

Calculate the dirty price of a bond

Calculate the yield of a bond from the dirty price

Price, discount rate, and/or yield of a discount security

Discount Rate

Factors for the price calculation of a discount security

*(table-valued function)*
Annual Duration of a Security

Price and/or yield of a security paying interest at maturity

Factors for the price calculation of a security paying interest at maturity

*(table-valued function)*
Macauley Duration

Odd First Period Price

Odd Last Interest

Odd Last Period Price

Odd Last Period Yield

Calculate the price and/or yield of a bond with an odd first coupon using the ODDFPRICE equation

Convexity of a bond with and odd first coupon

Duration of a bond with an odd first coupon

Returns the components of the ODDFPRICE equation

*(table-valued function)*
Modified duration of a bond with an add first coupon

Calculate the price and/or yield of a bond with an odd first and an odd last coupon using the OFLPRICE equation

Convexity of a bond with an odd first and odd last coupon

Duration of a bond with an odd first and odd last coupon

Returns the components of the OFLPRICE equation

*(table-valued function)*
Modified duration of a bond with an add first and odd last coupon

Calculate the price of a security with an odd first and odd last period

Calculate the yield of a security with an odd first and odd last period

Calculate the price and/or yield of a bond with an odd last coupon using the ODDLPRICE equation

Convexity of a bond with and odd last coupon

Duration of a bond with an odd last coupon

Returns the components of the ODDLPRICE equation

*(table-valued function)*
Modified duration of a bond with an add last coupon

Price of a Security

Price of a bond where coupon amounts are based on number of days in the coupon period

Cash flows and Discount factors for a bond where coupon amounts are based on number of days in the coupon period

*(table-valued function)*
Price of a Discounted Security

Price of a bond with forced redemptions

Price at Maturity

Calculate the price and/or yield of a bond with regular periodic coupons

Convexity of a bond paying regular periodic interest

Duration of a bond paying regular periodic interest

Factors for the calculation of the price of a bond that pays regular periodic interest

*(table-valued function)*
Modified duration of a bond paying regular periodic interest

Accrued interest of a stepped-coupon bond

^{†}
Convexity of a stepped-coupon bond

^{†}
Duration of a stepped-coupon bond

^{†}
Modified duration of a stepped-coupon bond

^{†}
Bond Equivalent Yield of a Treasury Bill

Price of a Treasury Bill

Yield of a Treasury Bill

Yield of a Security

Yield of a bond where coupon amounts are based on number of days in the coupon period

Yield of a Discounted Security

Yield of a bond with forced redemptions

Yield with Interest at Maturity

## Bond-figuration-bond-figuration-2-2008

Convexity of a series of cash flows Not available for SQL2005

Duration of a series of cash flows Not available for SQL2005

Modified duration of a series of cash flows Not available for SQL2005

## Business Days Calculations

### Businesss Day Calculations

Calculate number of Business Days

Calculate number of Business Days using specified weekend days

Calculate a Business Date from an offset

Calculate a Business Date from an offset and specified weekend days

Calculate the number of periods (fractional part included) from a cash flow date to a settlement date Not available for SQL2005

### Date Functions

Convert MDY to date

Convert MDY to float

Convert MDY to int

Calculate number of days using 30/360 day count conventions

Calculate number of number of days in the month of the specified date

Calculate number of number of days in the year of the specified date

Calculate number of days excluding Leap Years

Calculate date of Western Easter for a given year

Calculate Exact Date

*n*months from specified date
Last Day of Month

First specified day of the week in any calendar month

Determine if a date is a regular payment date for a loan

Last specified day of the week in any calendar month

Convert a series of dates to flat csv string in YYYYMMDD format

Calculate number of months between two dates

Fraction of Year

## Capm-capital-asset-pricing-model-2008

Intercept of the security characteristic line between an asset and a specified benchmark Not available for SQL2005

Correlated volatility (beta) between an asset and a specified benchmark Not available for SQL2005

Calculate historical volatility based upon price or valuation data Not available for SQL2005

Information ratio based upon return data Not available for SQL2005

Information ratio based upon price or valuation data Not available for SQL2005

Calculate the maximum drawdown based on net asset or portfolio values Not available for SQL2005

Calculate the maximum drawdown based on net asset or portfolio returns Not available for SQL2005

Sharpe ratio based upon return data Not available for SQL2005

Sharpe ratio based upon price or valuation data Not available for SQL2005

Sortino ratio based upon return data Not available for SQL2005

Calculate the Sortino ratio based upon price data Not available for SQL2005

Treynor ratio based upon return data Not available for SQL2005

Treynor ratio based upon price or valuation data Not available for SQL2005

## Depreciation

Declining Balance

Double Declining Balance

Straight Line Depreciation

Sum-of-Year's-Digits Depreciation

Depreciation using Declining Balance

## Loans

### Annuity Calculations

Cumulative Interest paid

Cumulative Interest payments of a loan

Cumulative Principal payments of a loan

Cumulative Principal paid

Maturity and Due dates

Interest Payment based on Constant Rate

Interest Payment of a loan

Periodic Payment of a loan

Generate Loan Amortization with balloon payment and other parameters

*(table-valued function)*
Principal Payment of a loan

Interest rate for an annuity with an odd first period

Total number of payments over the life of the loan

Payment Schedule of a loan

*(table-valued function)*
Principal Payment

Total interest amount of a loan

### Loan Amortization

Generate Amortization Schedule of a loan

*(table-valued function)*
Generate loan schedule with periodic interest payments and principal repaid at maturity

*(table-valued function)*
Generate loan schedule with single interest and principal payment at maturity

*(table-valued function)*
Generate annuity loan schedule with equal periodic cash flows

*(table-valued function)*
Generate cash flow schedule for a loan with a fixed maturity date and annuity-style payments

*(table-valued function)*Not available for SQL2005
Generate loan schedule with no maturity with fixed periodic payment amount

*(table-valued function)*
Generate loan schedule with fixed maturity date where the periodic principal payment is calculated on a straight-line basis

*(table-valued function)*
Generate loan schedule with no fixed maturity with a fixed periodic principal payment

*(table-valued function)*
Generate loan schedule with no fixed maturity where a fixed percentage principal payment

*(table-valued function)*
Generate Amortization schedule of a loan with a fixed principal repayment

*(table-valued function)*
Next payment date of a loan

Next payment number of a loan

Calculate number of months until first payment date, start of grace period, end of grace period, and total number payments for a loan

*(table-valued function)*
Adjust the nominal rate of a loan

Previous Payment date of a loan

Previous Payment number of a loan

Payment schedule for a loan where interest and principal payment frequencies differ

*(table-valued function)*### Rule-of-78

Interest Payment of a loan using Rule of 78

Payment amount of a loan using Rule of 78

Principal Payment of a loan using Rule of 78

Rebate amount of a loan using Rule of 78

## Misc Functions

Dollar - fraction to Decimal

Dollar - decimal to Fraction

Calculate the relative error between two values

Version Information

## Rates of Return

Generate a schedule of discounted cash flow values

^{†}*(table-valued function)*
Cumulative interest on the periodic annuity payments between a start period and an end period

Cumulative principal on the periodic annuity payments between a start period and an end period

Enhanced Future Value

Enhanced Present Value

Future Value

Future Value of a Growing Annuity

Future Value based on Compound Rates

Annual Nominal Interest Rate

Number of Periods

Number of Periods of a Growing Annuity

Interest portion of a periodic payment for an annuity with an odd first period

Periodic payment for an annuity with an odd first period

Generate Amortization schedule for an annuity with odd first period

*(table-valued function)*
Principal portion of a periodic payment for an annuity with an odd first period

Present value of an annuity with an odd first period

Periodic interest rate for an annuity where the first period is longer or shorter than the other periods

Present value of an annuity with an odd first period

Initial Payment of a Growing Annuity

Initial Payment of a Growing Annuity

Present Value

Present Value of a Growing Annuity

Interest Rate of an Annuity

Future Value of a Cashflow between two dates

Internal rate of return for irregular cash flows using a 30/360 day-count convention Not available for SQL2005

Internal rate of return for cash flows discounted using XNPVT Not available for SQL2005

Net Present Value for irregular cash flows using a 30/360 day-count convention Not available for SQL2005

Net Present Value for cash flows with irregular time periods Not available for SQL2005

Discounted Value of a Cashflow between two dates

## Rates-of-return-2008

Enhanced Modified Dietz Not available for SQL2005

Enhanced Net Present Value

Generalized time-weighted rate of return Not available for SQL2005

Internal Rate of Return

Linked Modified Dietz Not available for SQL2005

Modified Internal Rate of Return

Net Future Value Not available for SQL2005

Net Present Value

Time-weighted rate of return with market value indicators Not available for SQL2005

Time Weighted Rate of Return Not available for SQL2005

Discounted cash flows value of a series of irregular cash flows Not available for SQL2005

Internal Rate of Return with non-periodic cashflows

Modified Internal Rate of Return with non-periodic cashflows Not available for SQL2005

Net Future Value for non-periodic cashflows Not available for SQL2005

Net Present Value for non-periodic cashflows

## Yield Curves

### Date Calculations for Yield Curves

Convert a Eurodollar futures delivery code into a delivery date

Calculate futures contract time in years

Convert an alphanumeric expression ('tenor') to a swaps or money market maturity date

### Nelson Siegel

Calculate the zero coupon rate using Nelson Siegel formula

Calculate the Nelson Siegel coefficients for a zero coupon curve

^{†}*(table-valued function)*
Calculate the Nelson Siegel coefficients for a zero coupon curve

^{†}*(table-valued function)*### Yield Curve Construction

Calculate interpolated discount factor

Convert Eurodollars futures price to forward rate using Ho Lee convexity adjustment

Calculate interpolated discount factors for a range of dates

^{†}*(table-valued function)*
Calculate discount factors from a series of cash, futures, and swaps rates

^{†}*(table-valued function)*
Calculate an interpolated zero-coupon rate from a series of cash, futures, or swaps rates

^{†}