com.github.vonrosen.quantlib

Class Bond

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.Bond

Direct Known Subclasses:

CallableFixedRateBond, CmsRateBond, ConvertibleFixedCouponBond, ConvertibleFloatingRateBond, ConvertibleZeroCouponBond, CPIBond, FixedRateBond, FloatingRateBond, ZeroCouponBond

public class Bond
extends Instrument

Field Summary

Fields inherited from class com.github.vonrosen.quantlib.Instrument

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	Bond(long cPtr, boolean cMemoryOwn)
	Bond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate)
	Bond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate, Date issueDate)
	Bond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate, Date issueDate, Leg cashflows)

Method Summary

Modifier and Type	Method and Description
double	accruedAmount()
double	accruedAmount(Date settlement)
Calendar	calendar()
Leg	cashflows()
double	cleanPrice()
double	cleanPrice(double yield, DayCounter dc, Compounding compounding, Frequency frequency)
double	cleanPrice(double yield, DayCounter dc, Compounding compounding, Frequency frequency, Date settlement)
void	delete()
double	dirtyPrice()
double	dirtyPrice(double yield, DayCounter dc, Compounding compounding, Frequency frequency)
double	dirtyPrice(double yield, DayCounter dc, Compounding compounding, Frequency frequency, Date settlement)
protected void	finalize()
protected static long	getCPtr(Bond obj)
Date	issueDate()
Date	maturityDate()
double	nextCouponRate()
double	nextCouponRate(Date d)
double	notional()
double	notional(Date d)
DoubleVector	notionals()
double	previousCouponRate()
double	previousCouponRate(Date d)
CashFlow	redemption()
Leg	redemptions()
Date	settlementDate()
Date	settlementDate(Date d)
long	settlementDays()
double	settlementValue()
double	settlementValue(double cleanPrice)
Date	startDate()
double	yield(DayCounter dc, Compounding compounding, Frequency freq)
double	yield(DayCounter dc, Compounding compounding, Frequency freq, double accuracy)
double	yield(DayCounter dc, Compounding compounding, Frequency freq, double accuracy, long maxEvaluations)
double	yield(double cleanPrice, DayCounter dc, Compounding compounding, Frequency freq)
double	yield(double cleanPrice, DayCounter dc, Compounding compounding, Frequency freq, Date settlement)
double	yield(double cleanPrice, DayCounter dc, Compounding compounding, Frequency freq, Date settlement, double accuracy)
double	yield(double cleanPrice, DayCounter dc, Compounding compounding, Frequency freq, Date settlement, double accuracy, long maxEvaluations)

Methods inherited from class com.github.vonrosen.quantlib.Instrument

__deref__, asObservable, errorEstimate, freeze, getCPtr, isExpired, isNull, NPV, recalculate, setPricingEngine, unfreeze

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Bond

protected Bond(long cPtr,
               boolean cMemoryOwn)

Bond

public Bond(long settlementDays,
            Calendar calendar,
            double faceAmount,
            Date maturityDate,
            Date issueDate,
            Leg cashflows)

Bond

public Bond(long settlementDays,
            Calendar calendar,
            double faceAmount,
            Date maturityDate,
            Date issueDate)

Bond

public Bond(long settlementDays,
            Calendar calendar,
            double faceAmount,
            Date maturityDate)

Method Detail

getCPtr

protected static long getCPtr(Bond obj)

finalize

protected void finalize()

Overrides:

finalize in class Instrument

delete

public void delete()

Overrides:

delete in class Instrument

nextCouponRate

public double nextCouponRate(Date d)

nextCouponRate

public double nextCouponRate()

previousCouponRate

public double previousCouponRate(Date d)

previousCouponRate

public double previousCouponRate()

settlementDays

public long settlementDays()

settlementDate

public Date settlementDate(Date d)

settlementDate

public Date settlementDate()

startDate

public Date startDate()

maturityDate

public Date maturityDate()

issueDate

public Date issueDate()

cashflows

public Leg cashflows()

redemptions

public Leg redemptions()

redemption

public CashFlow redemption()

calendar

public Calendar calendar()

notionals

public DoubleVector notionals()

notional

public double notional(Date d)

notional

public double notional()

cleanPrice

public double cleanPrice()

cleanPrice

public double cleanPrice(double yield,
                         DayCounter dc,
                         Compounding compounding,
                         Frequency frequency,
                         Date settlement)

cleanPrice

public double cleanPrice(double yield,
                         DayCounter dc,
                         Compounding compounding,
                         Frequency frequency)

dirtyPrice

public double dirtyPrice()

dirtyPrice

public double dirtyPrice(double yield,
                         DayCounter dc,
                         Compounding compounding,
                         Frequency frequency,
                         Date settlement)

dirtyPrice

public double dirtyPrice(double yield,
                         DayCounter dc,
                         Compounding compounding,
                         Frequency frequency)

yield

public double yield(DayCounter dc,
                    Compounding compounding,
                    Frequency freq,
                    double accuracy,
                    long maxEvaluations)

yield

public double yield(DayCounter dc,
                    Compounding compounding,
                    Frequency freq,
                    double accuracy)

yield

public double yield(DayCounter dc,
                    Compounding compounding,
                    Frequency freq)

yield

public double yield(double cleanPrice,
                    DayCounter dc,
                    Compounding compounding,
                    Frequency freq,
                    Date settlement,
                    double accuracy,
                    long maxEvaluations)

yield

public double yield(double cleanPrice,
                    DayCounter dc,
                    Compounding compounding,
                    Frequency freq,
                    Date settlement,
                    double accuracy)

yield

public double yield(double cleanPrice,
                    DayCounter dc,
                    Compounding compounding,
                    Frequency freq,
                    Date settlement)

yield

public double yield(double cleanPrice,
                    DayCounter dc,
                    Compounding compounding,
                    Frequency freq)

accruedAmount

public double accruedAmount(Date settlement)

accruedAmount

public double accruedAmount()

settlementValue

public double settlementValue()

settlementValue

public double settlementValue(double cleanPrice)