Version 99 and beyond of Bond QuantTools and bond @nalyst match the new harmonized European Monetary Union (EMU) conventions. Existing bond types support both new and old conventions, based on settlement date (and coupon dates). New bond types for old conventions, to support non-redenominated bonds. Ability to force act/act discounting, allowing easy comparison of bonds with different conventions.

Please feel free to contact our technical support department at +1-908-598-1460 or support@thi.com, if you have any questions.