Cash Flows – Risk from a Curve

Last updated 9 November 2026

Function reference › Bonds › Valuation from Cash Flows

1 GIAnalyzer function for Excel. Optional arguments are shown in [brackets].

GIA_Bonds_RiskFromCurveandCF

GIA_Bonds_RiskFromCurveandCF(Principal_cashFlow_Dates, Principal_cashFlow_Values, DCurveDates, DCurveRates, SDate, Comp, Days, Interp, RM, Spread)

Argument	Use	Description
`Principal_cashFlow_Dates`	Required	.
`Principal_cashFlow_Values`	Required	.
`DCurveDates`	Required	The array of dates in the interest rate curve used for discounting cash flows.
`DCurveRates`	Required	The array of rates in the interest rate curve used for discounting cash flows.
`SDate`	Required	The settlement date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`RM`	Required	The risk measure type (DV01, MacaulayDuration, ModifiedDuration, Convexity)
`Spread`	Required	The spread (in basis points) that is added to the discounting curve