Cash Flow Table

Last updated 9 November 2026

Function reference › Bonds › Cashflow Table

7 GIAnalyzer functions for Excel. Optional arguments are shown in [brackets].

GIA_Bonds_Cashflows_RiskFromCurve

Returns the risk measures (DV01, Macaulay Duration, Modified Duration, Convexity, KR01, Bucket DV01, Key Rate Duration or Bucket Duration) of a bond, provided an array of all cashflows and their dates, given an interest rate curve for discounting future cash flows.

GIA_Bonds_Cashflows_RiskFromCurve(CashflowDates, CashflowValues, DCurveDates, DCurveRates, SDate, Comp, Days, Interp, RM, Spread, [StartTerm], [EndTerm])

Returns: Risk measures (DV01, Macaulay Duration, Modified Duration, Convexity, KR01, Bucket DV01, Key Rate Duration or Bucket Duration) of a bond

Argument	Use	Description
`CashflowDates`	Required	The dates the bond's cashflows.
`CashflowValues`	Required	The values the bond's cashflows.
`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, KR01, BucketDV01, KRDuration, BucketDuration)
`Spread`	Required	The spread (in basis points) that is added to the discounting curve
`StartTerm`	Optional	The starting term for Bucket and Key Rate measures.
`EndTerm`	Optional	The ending term for Bucket and Key Rate measures.

GIA_Bonds_Cashflows_RiskFromPrice

Returns the risk measures (DV01, Macaulay Duration, Modified Duration, Convexity) of a bond, provided an array of all cashflows and their dates, given bond price.

GIA_Bonds_Cashflows_RiskFromPrice(CashflowDates, CashflowValues, Price, SDate, Comp, Days, RM)

Returns: Risk measures (DV01, Macaulay Duration, Modified Duration, Convexity) of a bond

Argument	Use	Description
`CashflowDates`	Required	The dates the bond's cashflows.
`CashflowValues`	Required	The values the bond's cashflows.
`Price`	Required	The bond's price
`SDate`	Required	The settlement date.
`Comp`	Required	The compounding basis of the interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`RM`	Required	The risk measure type (DV01, MacaulayDuration, ModifiedDuration, Convexity, KR01, BucketDV01, KRDuration, BucketDuration)

GIA_Bonds_Cashflows_RiskFromYield

Returns the risk measures (DV01, Macaulay Duration, Modified Duration, Convexity) of a bond, provided an array of all cashflows and their dates, given a single interest rate for discounting future cash flows.

GIA_Bonds_Cashflows_RiskFromYield(CashflowDates, CashflowValues, Yield, SDate, Comp, Days, RM)

Returns: Risk measures (DV01, Macaulay Duration, Modified Duration, Convexity) of a bond

Argument	Use	Description
`CashflowDates`	Required	The dates the bond's cashflows.
`CashflowValues`	Required	The values the bond's cashflows.
`Yield`	Required	The flat discounting interest rate.
`SDate`	Required	The settlement date.
`Comp`	Required	The compounding basis of the interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`RM`	Required	The risk measure type (DV01, MacaulayDuration, ModifiedDuration, Convexity, KR01, BucketDV01, KRDuration, BucketDuration)

GIA_Bonds_Cashflows_ValueFromCurve

Returns the value of a bond, provided an array of all cashflows and their dates, given an interest rate curve for discounting future cash flows.

GIA_Bonds_Cashflows_ValueFromCurve(CashflowDates, CashflowValues, DCurveDates, DCurveRates, SDate, Comp, Days, Interp, Spread)

Returns: Value of a bond

Argument	Use	Description
`CashflowDates`	Required	The dates the bond's cashflows.
`CashflowValues`	Required	The values the bond's cashflows.
`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)
`Spread`	Required	The spread (in basis points) that is added to the discounting curve

GIA_Bonds_Cashflows_ValueFromYield

Returns the value of a bond, provided an array of all cashflows and their dates, given a single interest rate for discounting future cash flows.

GIA_Bonds_Cashflows_ValueFromYield(CashflowDates, CashflowValues, Yield, SDate, Comp, Days)

Returns: Value of a bond

Argument	Use	Description
`CashflowDates`	Required	The dates the bond's cashflows.
`CashflowValues`	Required	The values the bond's cashflows.
`Yield`	Required	The flat discounting interest rate.
`SDate`	Required	The settlement date.
`Comp`	Required	The compounding basis of the interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)

GIA_Bonds_Cashflows_YTM

Returns the yield to maturity of a bond, provided an array of all cashflows and their dates, given its price.

GIA_Bonds_Cashflows_YTM(CashflowDates, CashflowValues, Value, SDate, Comp, Days)

Returns: Yield to maturity of a bond

Argument	Use	Description
`CashflowDates`	Required	The dates the bond's cashflows.
`CashflowValues`	Required	The values the bond's cashflows.
`Value`	Required	The bond's price
`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)

GIA_Bonds_Cashflows_Zspread

Returns the Z-spread of a bond, provided an array of all cashflows and their dates, given its value and zero interest rate curve for discounting future cash flows.

GIA_Bonds_Cashflows_Zspread(CashflowDates, CashflowValues, Value, DCurveDates, DCurveRates, SDate, Comp, Days, Interp, Precision, InitialGuess)

Returns: Z-spread of a bond

Argument	Use	Description
`CashflowDates`	Required	The dates the bond's cashflows.
`CashflowValues`	Required	The values the bond's cashflows.
`Value`	Required	The bond's price
`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)
`Precision`	Required	The absolute precision of internal bond value calculations.
`InitialGuess`	Required	The initial guess for the numerical calculation of Z-spread.