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I have the task of adding some bond price/yield calculations to our library. Whilst this seems trivial enough, I've come to discover that a simple fixed coupon-bearing bond seems to be described by about 16 billion parameters, such as:1) day count fraction use for accrued interest2) day count fraction for the first coupon (in case it is treated differently from the others)3) calculation of the discount factor from the first coupon date to the settlement date4) whether ex-dividend trading occurs...etc!Where do I go to look find a concrete definition of a bond describing such things? Most people seem to describe a bond as 15% semiannual using act/360 (or similar) but I know realise that that's never enough. I've had some luck with finding technical notes issues by government banks for some bonds, but for others I don't even know where to start. Who/where should I look for such bond definitions? Thanks.

you should be able to extract all the information you need from bloomberg

Each country has different definition of the bond and different definition by type of bond (short or medium or long term).The best way is to go to the treasury department of each country to find the updated definition. For exemple, for Europe medium long term bond, the bonds are like this: Act/Act, no ex-div, settlement D+3Don t forget that some bonds have special rules (mostly german bonds have a long first coupon and italian bond have a redemption different from 100)

You can find information on day count fraction calculations and other conventions in the documentation at http://jfin.org/. jFin also provides full implementations of 10 different day count conventions in Java, it's open source so all of the code is there.

Try to get a hold of J.P. Morgan's "Government Bond Outline". It lists the conventions for treasury bonds by country. I may have uploaded it into the fileshare section of this website previously.