Bond market conventions

This page lists the bond templates the pinned release registers, and the listed bond future option templates.

Every table is printed from the template registry each time the documentation is built, in both languages, and the two printings must agree.

What each column means

Column	What it holds
Template	the registry code you book with
Registry name	the name the registry files the template under

A bond template carries a market's settlement conventions: its calendar, its settlement lag and the units prices are quoted in. A bond's own coupon terms come from the bond. A bond future option template carries one listed contract's exchange, underlying future and premium style.

The catalog

Bond templates

Template	Registry name
BOND-CORP-US	corp_us
BOND-EUR-GOVT	eur_govt
BOND-UST	ust

Bond future option templates

Template	Registry name
CBOT-OTN	cbot_ultra_10y
CBOT-OUB	cbot_ultra_bond
CBOT-OZB	cbot_bond
CBOT-OZF	cbot_5y
CBOT-OZN	cbot_10y
CBOT-OZT	cbot_2y
EUREX-OBTP	eurex_btp
EUREX-OGBL	eurex_bund
EUREX-OGBM	eurex_bobl
EUREX-OGBS	eurex_schatz
EUREX-OGBX	eurex_buxl
EUREX-OOAT	eurex_oat
ICE-R-OPT	ice_long_gilt

Where these come from

Both tables come from the template registry, filtered by family: templates.catalogue() in Python, the template registry in Rust. How each convention prices is on the bond pages: fixed-rate bonds, spread measures and bond future options.