Uses of Class com.github.vonrosen.quantlib.Bond (quantlib-java-swig 1.10 API)

Uses of Bond in com.github.vonrosen.quantlib

Subclasses of Bond in com.github.vonrosen.quantlib
Modifier and Type	Class and Description
`class`	`CallableFixedRateBond`
`class`	`CmsRateBond`
`class`	`ConvertibleFixedCouponBond`
`class`	`ConvertibleFloatingRateBond`
`class`	`ConvertibleZeroCouponBond`
`class`	`CPIBond`
`class`	`FixedRateBond`
`class`	`FloatingRateBond`
`class`	`ZeroCouponBond`

Methods in com.github.vonrosen.quantlib that return Bond
Modifier and Type	Method and Description
`Bond`	BondHelper.`bond()`

Methods in com.github.vonrosen.quantlib with parameters of type Bond
Modifier and Type	Method and Description
`static int`	BondFunctions.`accrualDays(Bond bond)`
`static int`	BondFunctions.`accrualDays(Bond bond, Date settlementDate)`
`static Date`	BondFunctions.`accrualEndDate(Bond bond)`
`static Date`	BondFunctions.`accrualEndDate(Bond bond, Date settlementDate)`
`static double`	BondFunctions.`accrualPeriod(Bond bond)`
`static double`	BondFunctions.`accrualPeriod(Bond bond, Date settlementDate)`
`static Date`	BondFunctions.`accrualStartDate(Bond bond)`
`static Date`	BondFunctions.`accrualStartDate(Bond bond, Date settlementDate)`
`static double`	BondFunctions.`accruedAmount(Bond bond)`
`static double`	BondFunctions.`accruedAmount(Bond bond, Date settlementDate)`
`static int`	BondFunctions.`accruedDays(Bond bond)`
`static int`	BondFunctions.`accruedDays(Bond bond, Date settlementDate)`
`static double`	BondFunctions.`accruedPeriod(Bond bond)`
`static double`	BondFunctions.`accruedPeriod(Bond bond, Date settlementDate)`
`static double`	BondFunctions.`atmRate(Bond bond, YieldTermStructure discountCurve)`
`static double`	BondFunctions.`atmRate(Bond bond, YieldTermStructure discountCurve, Date settlementDate)`
`static double`	BondFunctions.`atmRate(Bond bond, YieldTermStructure discountCurve, Date settlementDate, double cleanPrice)`
`static double`	BondFunctions.`basisPointValue(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`basisPointValue(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	BondFunctions.`basisPointValue(Bond bond, InterestRate yield)`
`static double`	BondFunctions.`basisPointValue(Bond bond, InterestRate yield, Date settlementDate)`
`static double`	QuantLibJNI.`Bond_accruedAmount__SWIG_0(long jarg1, Bond jarg1_, long jarg2, Date jarg2_)`
`static double`	QuantLibJNI.`Bond_accruedAmount__SWIG_1(long jarg1, Bond jarg1_)`
`static long`	QuantLibJNI.`Bond_calendar(long jarg1, Bond jarg1_)`
`static long`	QuantLibJNI.`Bond_cashflows(long jarg1, Bond jarg1_)`
`static double`	QuantLibJNI.`Bond_cleanPrice__SWIG_0(long jarg1, Bond jarg1_)`
`static double`	QuantLibJNI.`Bond_cleanPrice__SWIG_1(long jarg1, Bond jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, long jarg6, Date jarg6_)`
`static double`	QuantLibJNI.`Bond_cleanPrice__SWIG_2(long jarg1, Bond jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5)`
`static double`	QuantLibJNI.`Bond_dirtyPrice__SWIG_0(long jarg1, Bond jarg1_)`
`static double`	QuantLibJNI.`Bond_dirtyPrice__SWIG_1(long jarg1, Bond jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, long jarg6, Date jarg6_)`
`static double`	QuantLibJNI.`Bond_dirtyPrice__SWIG_2(long jarg1, Bond jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5)`
`static long`	QuantLibJNI.`Bond_issueDate(long jarg1, Bond jarg1_)`
`static long`	QuantLibJNI.`Bond_maturityDate(long jarg1, Bond jarg1_)`
`static double`	QuantLibJNI.`Bond_nextCouponRate__SWIG_0(long jarg1, Bond jarg1_, long jarg2, Date jarg2_)`
`static double`	QuantLibJNI.`Bond_nextCouponRate__SWIG_1(long jarg1, Bond jarg1_)`
`static double`	QuantLibJNI.`Bond_notional__SWIG_0(long jarg1, Bond jarg1_, long jarg2, Date jarg2_)`
`static double`	QuantLibJNI.`Bond_notional__SWIG_1(long jarg1, Bond jarg1_)`
`static long`	QuantLibJNI.`Bond_notionals(long jarg1, Bond jarg1_)`
`static double`	QuantLibJNI.`Bond_previousCouponRate__SWIG_0(long jarg1, Bond jarg1_, long jarg2, Date jarg2_)`
`static double`	QuantLibJNI.`Bond_previousCouponRate__SWIG_1(long jarg1, Bond jarg1_)`
`static long`	QuantLibJNI.`Bond_redemption(long jarg1, Bond jarg1_)`
`static long`	QuantLibJNI.`Bond_redemptions(long jarg1, Bond jarg1_)`
`static long`	QuantLibJNI.`Bond_settlementDate__SWIG_0(long jarg1, Bond jarg1_, long jarg2, Date jarg2_)`
`static long`	QuantLibJNI.`Bond_settlementDate__SWIG_1(long jarg1, Bond jarg1_)`
`static long`	QuantLibJNI.`Bond_settlementDays(long jarg1, Bond jarg1_)`
`static double`	QuantLibJNI.`Bond_settlementValue__SWIG_0(long jarg1, Bond jarg1_)`
`static double`	QuantLibJNI.`Bond_settlementValue__SWIG_1(long jarg1, Bond jarg1_, double jarg2)`
`static long`	QuantLibJNI.`Bond_startDate(long jarg1, Bond jarg1_)`
`static double`	QuantLibJNI.`Bond_yield__SWIG_0(long jarg1, Bond jarg1_, long jarg2, DayCounter jarg2_, int jarg3, int jarg4, double jarg5, long jarg6)`
`static double`	QuantLibJNI.`Bond_yield__SWIG_1(long jarg1, Bond jarg1_, long jarg2, DayCounter jarg2_, int jarg3, int jarg4, double jarg5)`
`static double`	QuantLibJNI.`Bond_yield__SWIG_2(long jarg1, Bond jarg1_, long jarg2, DayCounter jarg2_, int jarg3, int jarg4)`
`static double`	QuantLibJNI.`Bond_yield__SWIG_3(long jarg1, Bond jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, long jarg6, Date jarg6_, double jarg7, long jarg8)`
`static double`	QuantLibJNI.`Bond_yield__SWIG_4(long jarg1, Bond jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, long jarg6, Date jarg6_, double jarg7)`
`static double`	QuantLibJNI.`Bond_yield__SWIG_5(long jarg1, Bond jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, long jarg6, Date jarg6_)`
`static double`	QuantLibJNI.`Bond_yield__SWIG_6(long jarg1, Bond jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5)`
`static int`	QuantLibJNI.`BondFunctions_accrualDays__SWIG_0(long jarg1, Bond jarg1_, long jarg2, Date jarg2_)`
`static int`	QuantLibJNI.`BondFunctions_accrualDays__SWIG_1(long jarg1, Bond jarg1_)`
`static long`	QuantLibJNI.`BondFunctions_accrualEndDate__SWIG_0(long jarg1, Bond jarg1_, long jarg2, Date jarg2_)`
`static long`	QuantLibJNI.`BondFunctions_accrualEndDate__SWIG_1(long jarg1, Bond jarg1_)`
`static double`	QuantLibJNI.`BondFunctions_accrualPeriod__SWIG_0(long jarg1, Bond jarg1_, long jarg2, Date jarg2_)`
`static double`	QuantLibJNI.`BondFunctions_accrualPeriod__SWIG_1(long jarg1, Bond jarg1_)`
`static long`	QuantLibJNI.`BondFunctions_accrualStartDate__SWIG_0(long jarg1, Bond jarg1_, long jarg2, Date jarg2_)`
`static long`	QuantLibJNI.`BondFunctions_accrualStartDate__SWIG_1(long jarg1, Bond jarg1_)`
`static double`	QuantLibJNI.`BondFunctions_accruedAmount__SWIG_0(long jarg1, Bond jarg1_, long jarg2, Date jarg2_)`
`static double`	QuantLibJNI.`BondFunctions_accruedAmount__SWIG_1(long jarg1, Bond jarg1_)`
`static int`	QuantLibJNI.`BondFunctions_accruedDays__SWIG_0(long jarg1, Bond jarg1_, long jarg2, Date jarg2_)`
`static int`	QuantLibJNI.`BondFunctions_accruedDays__SWIG_1(long jarg1, Bond jarg1_)`
`static double`	QuantLibJNI.`BondFunctions_accruedPeriod__SWIG_0(long jarg1, Bond jarg1_, long jarg2, Date jarg2_)`
`static double`	QuantLibJNI.`BondFunctions_accruedPeriod__SWIG_1(long jarg1, Bond jarg1_)`
`static double`	QuantLibJNI.`BondFunctions_atmRate__SWIG_0(long jarg1, Bond jarg1_, long jarg2, YieldTermStructure jarg2_, long jarg3, Date jarg3_, double jarg4)`
`static double`	QuantLibJNI.`BondFunctions_atmRate__SWIG_1(long jarg1, Bond jarg1_, long jarg2, YieldTermStructure jarg2_, long jarg3, Date jarg3_)`
`static double`	QuantLibJNI.`BondFunctions_atmRate__SWIG_2(long jarg1, Bond jarg1_, long jarg2, YieldTermStructure jarg2_)`
`static double`	QuantLibJNI.`BondFunctions_basisPointValue__SWIG_0(long jarg1, Bond jarg1_, long jarg2, InterestRate jarg2_, long jarg3, Date jarg3_)`
`static double`	QuantLibJNI.`BondFunctions_basisPointValue__SWIG_1(long jarg1, Bond jarg1_, long jarg2, InterestRate jarg2_)`
`static double`	QuantLibJNI.`BondFunctions_basisPointValue__SWIG_2(long jarg1, Bond jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, long jarg6, Date jarg6_)`
`static double`	QuantLibJNI.`BondFunctions_basisPointValue__SWIG_3(long jarg1, Bond jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5)`
`static double`	QuantLibJNI.`BondFunctions_bps__SWIG_0(long jarg1, Bond jarg1_, long jarg2, YieldTermStructure jarg2_, long jarg3, Date jarg3_)`
`static double`	QuantLibJNI.`BondFunctions_bps__SWIG_1(long jarg1, Bond jarg1_, long jarg2, YieldTermStructure jarg2_)`
`static double`	QuantLibJNI.`BondFunctions_bps__SWIG_2(long jarg1, Bond jarg1_, long jarg2, InterestRate jarg2_, long jarg3, Date jarg3_)`
`static double`	QuantLibJNI.`BondFunctions_bps__SWIG_3(long jarg1, Bond jarg1_, long jarg2, InterestRate jarg2_)`
`static double`	QuantLibJNI.`BondFunctions_bps__SWIG_4(long jarg1, Bond jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, long jarg6, Date jarg6_)`
`static double`	QuantLibJNI.`BondFunctions_bps__SWIG_5(long jarg1, Bond jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5)`
`static double`	QuantLibJNI.`BondFunctions_cleanPrice__SWIG_0(long jarg1, Bond jarg1_, long jarg2, YieldTermStructure jarg2_, long jarg3, Date jarg3_)`
`static double`	QuantLibJNI.`BondFunctions_cleanPrice__SWIG_1(long jarg1, Bond jarg1_, long jarg2, YieldTermStructure jarg2_)`
`static double`	QuantLibJNI.`BondFunctions_cleanPrice__SWIG_2(long jarg1, Bond jarg1_, long jarg2, InterestRate jarg2_, long jarg3, Date jarg3_)`
`static double`	QuantLibJNI.`BondFunctions_cleanPrice__SWIG_3(long jarg1, Bond jarg1_, long jarg2, InterestRate jarg2_)`
`static double`	QuantLibJNI.`BondFunctions_cleanPrice__SWIG_4(long jarg1, Bond jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, long jarg6, Date jarg6_)`
`static double`	QuantLibJNI.`BondFunctions_cleanPrice__SWIG_5(long jarg1, Bond jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5)`
`static double`	QuantLibJNI.`BondFunctions_convexity__SWIG_0(long jarg1, Bond jarg1_, long jarg2, InterestRate jarg2_, long jarg3, Date jarg3_)`
`static double`	QuantLibJNI.`BondFunctions_convexity__SWIG_1(long jarg1, Bond jarg1_, long jarg2, InterestRate jarg2_)`
`static double`	QuantLibJNI.`BondFunctions_convexity__SWIG_2(long jarg1, Bond jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, long jarg6, Date jarg6_)`
`static double`	QuantLibJNI.`BondFunctions_convexity__SWIG_3(long jarg1, Bond jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5)`
`static double`	QuantLibJNI.`BondFunctions_duration__SWIG_0(long jarg1, Bond jarg1_, long jarg2, InterestRate jarg2_, int jarg3, long jarg4, Date jarg4_)`
`static double`	QuantLibJNI.`BondFunctions_duration__SWIG_1(long jarg1, Bond jarg1_, long jarg2, InterestRate jarg2_, int jarg3)`
`static double`	QuantLibJNI.`BondFunctions_duration__SWIG_2(long jarg1, Bond jarg1_, long jarg2, InterestRate jarg2_)`
`static double`	QuantLibJNI.`BondFunctions_duration__SWIG_3(long jarg1, Bond jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, int jarg6, long jarg7, Date jarg7_)`
`static double`	QuantLibJNI.`BondFunctions_duration__SWIG_4(long jarg1, Bond jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, int jarg6)`
`static double`	QuantLibJNI.`BondFunctions_duration__SWIG_5(long jarg1, Bond jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5)`
`static boolean`	QuantLibJNI.`BondFunctions_isTradable__SWIG_0(long jarg1, Bond jarg1_, long jarg2, Date jarg2_)`
`static boolean`	QuantLibJNI.`BondFunctions_isTradable__SWIG_1(long jarg1, Bond jarg1_)`
`static long`	QuantLibJNI.`BondFunctions_maturityDate(long jarg1, Bond jarg1_)`
`static double`	QuantLibJNI.`BondFunctions_nextCashFlowAmount__SWIG_0(long jarg1, Bond jarg1_, long jarg2, Date jarg2_)`
`static double`	QuantLibJNI.`BondFunctions_nextCashFlowAmount__SWIG_1(long jarg1, Bond jarg1_)`
`static long`	QuantLibJNI.`BondFunctions_nextCashFlowDate__SWIG_0(long jarg1, Bond jarg1_, long jarg2, Date jarg2_)`
`static long`	QuantLibJNI.`BondFunctions_nextCashFlowDate__SWIG_1(long jarg1, Bond jarg1_)`
`static double`	QuantLibJNI.`BondFunctions_nextCouponRate__SWIG_0(long jarg1, Bond jarg1_, long jarg2, Date jarg2_)`
`static double`	QuantLibJNI.`BondFunctions_nextCouponRate__SWIG_1(long jarg1, Bond jarg1_)`
`static double`	QuantLibJNI.`BondFunctions_previousCashFlowAmount__SWIG_0(long jarg1, Bond jarg1_, long jarg2, Date jarg2_)`
`static double`	QuantLibJNI.`BondFunctions_previousCashFlowAmount__SWIG_1(long jarg1, Bond jarg1_)`
`static long`	QuantLibJNI.`BondFunctions_previousCashFlowDate__SWIG_0(long jarg1, Bond jarg1_, long jarg2, Date jarg2_)`
`static long`	QuantLibJNI.`BondFunctions_previousCashFlowDate__SWIG_1(long jarg1, Bond jarg1_)`
`static double`	QuantLibJNI.`BondFunctions_previousCouponRate__SWIG_0(long jarg1, Bond jarg1_, long jarg2, Date jarg2_)`
`static double`	QuantLibJNI.`BondFunctions_previousCouponRate__SWIG_1(long jarg1, Bond jarg1_)`
`static long`	QuantLibJNI.`BondFunctions_startDate(long jarg1, Bond jarg1_)`
`static double`	QuantLibJNI.`BondFunctions_yield__SWIG_0(long jarg1, Bond jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, long jarg6, Date jarg6_, double jarg7, long jarg8, double jarg9)`
`static double`	QuantLibJNI.`BondFunctions_yield__SWIG_1(long jarg1, Bond jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, long jarg6, Date jarg6_, double jarg7, long jarg8)`
`static double`	QuantLibJNI.`BondFunctions_yield__SWIG_2(long jarg1, Bond jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, long jarg6, Date jarg6_, double jarg7)`
`static double`	QuantLibJNI.`BondFunctions_yield__SWIG_3(long jarg1, Bond jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, long jarg6, Date jarg6_)`
`static double`	QuantLibJNI.`BondFunctions_yield__SWIG_4(long jarg1, Bond jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5)`
`static double`	QuantLibJNI.`BondFunctions_yieldBisection__SWIG_0(long jarg1, Bisection jarg1_, long jarg2, Bond jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, long jarg7, Date jarg7_, double jarg8, double jarg9)`
`static double`	QuantLibJNI.`BondFunctions_yieldBisection__SWIG_1(long jarg1, Bisection jarg1_, long jarg2, Bond jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, long jarg7, Date jarg7_, double jarg8)`
`static double`	QuantLibJNI.`BondFunctions_yieldBisection__SWIG_2(long jarg1, Bisection jarg1_, long jarg2, Bond jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, long jarg7, Date jarg7_)`
`static double`	QuantLibJNI.`BondFunctions_yieldBisection__SWIG_3(long jarg1, Bisection jarg1_, long jarg2, Bond jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6)`
`static double`	QuantLibJNI.`BondFunctions_yieldBrent__SWIG_0(long jarg1, Brent jarg1_, long jarg2, Bond jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, long jarg7, Date jarg7_, double jarg8, double jarg9)`
`static double`	QuantLibJNI.`BondFunctions_yieldBrent__SWIG_1(long jarg1, Brent jarg1_, long jarg2, Bond jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, long jarg7, Date jarg7_, double jarg8)`
`static double`	QuantLibJNI.`BondFunctions_yieldBrent__SWIG_2(long jarg1, Brent jarg1_, long jarg2, Bond jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, long jarg7, Date jarg7_)`
`static double`	QuantLibJNI.`BondFunctions_yieldBrent__SWIG_3(long jarg1, Brent jarg1_, long jarg2, Bond jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6)`
`static double`	QuantLibJNI.`BondFunctions_yieldFalsePosition__SWIG_0(long jarg1, FalsePosition jarg1_, long jarg2, Bond jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, long jarg7, Date jarg7_, double jarg8, double jarg9)`
`static double`	QuantLibJNI.`BondFunctions_yieldFalsePosition__SWIG_1(long jarg1, FalsePosition jarg1_, long jarg2, Bond jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, long jarg7, Date jarg7_, double jarg8)`
`static double`	QuantLibJNI.`BondFunctions_yieldFalsePosition__SWIG_2(long jarg1, FalsePosition jarg1_, long jarg2, Bond jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, long jarg7, Date jarg7_)`
`static double`	QuantLibJNI.`BondFunctions_yieldFalsePosition__SWIG_3(long jarg1, FalsePosition jarg1_, long jarg2, Bond jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6)`
`static double`	QuantLibJNI.`BondFunctions_yieldRidder__SWIG_0(long jarg1, Ridder jarg1_, long jarg2, Bond jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, long jarg7, Date jarg7_, double jarg8, double jarg9)`
`static double`	QuantLibJNI.`BondFunctions_yieldRidder__SWIG_1(long jarg1, Ridder jarg1_, long jarg2, Bond jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, long jarg7, Date jarg7_, double jarg8)`
`static double`	QuantLibJNI.`BondFunctions_yieldRidder__SWIG_2(long jarg1, Ridder jarg1_, long jarg2, Bond jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, long jarg7, Date jarg7_)`
`static double`	QuantLibJNI.`BondFunctions_yieldRidder__SWIG_3(long jarg1, Ridder jarg1_, long jarg2, Bond jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6)`
`static double`	QuantLibJNI.`BondFunctions_yieldSecant__SWIG_0(long jarg1, Secant jarg1_, long jarg2, Bond jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, long jarg7, Date jarg7_, double jarg8, double jarg9)`
`static double`	QuantLibJNI.`BondFunctions_yieldSecant__SWIG_1(long jarg1, Secant jarg1_, long jarg2, Bond jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, long jarg7, Date jarg7_, double jarg8)`
`static double`	QuantLibJNI.`BondFunctions_yieldSecant__SWIG_2(long jarg1, Secant jarg1_, long jarg2, Bond jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, long jarg7, Date jarg7_)`
`static double`	QuantLibJNI.`BondFunctions_yieldSecant__SWIG_3(long jarg1, Secant jarg1_, long jarg2, Bond jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6)`
`static double`	QuantLibJNI.`BondFunctions_yieldValueBasisPoint__SWIG_0(long jarg1, Bond jarg1_, long jarg2, InterestRate jarg2_, long jarg3, Date jarg3_)`
`static double`	QuantLibJNI.`BondFunctions_yieldValueBasisPoint__SWIG_1(long jarg1, Bond jarg1_, long jarg2, InterestRate jarg2_)`
`static double`	QuantLibJNI.`BondFunctions_yieldValueBasisPoint__SWIG_2(long jarg1, Bond jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, long jarg6, Date jarg6_)`
`static double`	QuantLibJNI.`BondFunctions_yieldValueBasisPoint__SWIG_3(long jarg1, Bond jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5)`
`static double`	QuantLibJNI.`BondFunctions_zSpread__SWIG_0(long jarg1, Bond jarg1_, double jarg2, long jarg3, YieldTermStructure jarg3_, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, long jarg7, Date jarg7_, double jarg8, long jarg9, double jarg10)`
`static double`	QuantLibJNI.`BondFunctions_zSpread__SWIG_1(long jarg1, Bond jarg1_, double jarg2, long jarg3, YieldTermStructure jarg3_, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, long jarg7, Date jarg7_, double jarg8, long jarg9)`
`static double`	QuantLibJNI.`BondFunctions_zSpread__SWIG_2(long jarg1, Bond jarg1_, double jarg2, long jarg3, YieldTermStructure jarg3_, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, long jarg7, Date jarg7_, double jarg8)`
`static double`	QuantLibJNI.`BondFunctions_zSpread__SWIG_3(long jarg1, Bond jarg1_, double jarg2, long jarg3, YieldTermStructure jarg3_, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, long jarg7, Date jarg7_)`
`static double`	QuantLibJNI.`BondFunctions_zSpread__SWIG_4(long jarg1, Bond jarg1_, double jarg2, long jarg3, YieldTermStructure jarg3_, long jarg4, DayCounter jarg4_, int jarg5, int jarg6)`
`static double`	BondFunctions.`bps(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`bps(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	BondFunctions.`bps(Bond bond, InterestRate yield)`
`static double`	BondFunctions.`bps(Bond bond, InterestRate yield, Date settlementDate)`
`static double`	BondFunctions.`bps(Bond bond, YieldTermStructure discountCurve)`
`static double`	BondFunctions.`bps(Bond bond, YieldTermStructure discountCurve, Date settlementDate)`
`static double`	BondFunctions.`cleanPrice(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`cleanPrice(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	BondFunctions.`cleanPrice(Bond bond, InterestRate yield)`
`static double`	BondFunctions.`cleanPrice(Bond bond, InterestRate yield, Date settlementDate)`
`static double`	BondFunctions.`cleanPrice(Bond bond, YieldTermStructure discountCurve)`
`static double`	BondFunctions.`cleanPrice(Bond bond, YieldTermStructure discountCurve, Date settlementDate)`
`static double`	QuantLibJNI.`cleanPriceFromZSpread__SWIG_0(long jarg1, Bond jarg1_, long jarg2, YieldTermStructure jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, long jarg7, Date jarg7_)`
`static double`	QuantLibJNI.`cleanPriceFromZSpread__SWIG_1(long jarg1, Bond jarg1_, long jarg2, YieldTermStructure jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6)`
`static double`	QuantLib.`cleanPriceFromZSpread(Bond bond, YieldTermStructure discountCurve, double zSpread, DayCounter dc, Compounding compounding, Frequency freq)`
`static double`	QuantLib.`cleanPriceFromZSpread(Bond bond, YieldTermStructure discountCurve, double zSpread, DayCounter dc, Compounding compounding, Frequency freq, Date settlementDate)`
`static double`	BondFunctions.`convexity(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`convexity(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	BondFunctions.`convexity(Bond bond, InterestRate yield)`
`static double`	BondFunctions.`convexity(Bond bond, InterestRate yield, Date settlementDate)`
`static double`	BondFunctions.`duration(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`duration(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type)`
`static double`	BondFunctions.`duration(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type, Date settlementDate)`
`static double`	BondFunctions.`duration(Bond bond, InterestRate yield)`
`static double`	BondFunctions.`duration(Bond bond, InterestRate yield, Duration.Type type)`
`static double`	BondFunctions.`duration(Bond bond, InterestRate yield, Duration.Type type, Date settlementDate)`
`protected static long`	Bond.`getCPtr(Bond obj)`
`static boolean`	BondFunctions.`isTradable(Bond bond)`
`static boolean`	BondFunctions.`isTradable(Bond bond, Date settlementDate)`
`static Date`	BondFunctions.`maturityDate(Bond bond)`
`static long`	QuantLibJNI.`new_AssetSwap__SWIG_0(boolean jarg1, long jarg2, Bond jarg2_, double jarg3, long jarg4, InterestRateIndex jarg4_, double jarg5, long jarg6, Schedule jarg6_, long jarg7, DayCounter jarg7_, boolean jarg8)`
`static long`	QuantLibJNI.`new_AssetSwap__SWIG_1(boolean jarg1, long jarg2, Bond jarg2_, double jarg3, long jarg4, InterestRateIndex jarg4_, double jarg5, long jarg6, Schedule jarg6_, long jarg7, DayCounter jarg7_)`
`static long`	QuantLibJNI.`new_AssetSwap__SWIG_2(boolean jarg1, long jarg2, Bond jarg2_, double jarg3, long jarg4, InterestRateIndex jarg4_, double jarg5, long jarg6, Schedule jarg6_)`
`static long`	QuantLibJNI.`new_AssetSwap__SWIG_3(boolean jarg1, long jarg2, Bond jarg2_, double jarg3, long jarg4, InterestRateIndex jarg4_, double jarg5)`
`static long`	QuantLibJNI.`new_BondHelper__SWIG_0(long jarg1, QuoteHandle jarg1_, long jarg2, Bond jarg2_, boolean jarg3)`
`static long`	QuantLibJNI.`new_BondHelper__SWIG_1(long jarg1, QuoteHandle jarg1_, long jarg2, Bond jarg2_)`
`static double`	BondFunctions.`nextCashFlowAmount(Bond bond)`
`static double`	BondFunctions.`nextCashFlowAmount(Bond bond, Date refDate)`
`static Date`	BondFunctions.`nextCashFlowDate(Bond bond)`
`static Date`	BondFunctions.`nextCashFlowDate(Bond bond, Date refDate)`
`static double`	BondFunctions.`nextCouponRate(Bond bond)`
`static double`	BondFunctions.`nextCouponRate(Bond bond, Date settlementDate)`
`static double`	BondFunctions.`previousCashFlowAmount(Bond bond)`
`static double`	BondFunctions.`previousCashFlowAmount(Bond bond, Date refDate)`
`static Date`	BondFunctions.`previousCashFlowDate(Bond bond)`
`static Date`	BondFunctions.`previousCashFlowDate(Bond bond, Date refDate)`
`static double`	BondFunctions.`previousCouponRate(Bond bond)`
`static double`	BondFunctions.`previousCouponRate(Bond bond, Date settlementDate)`
`static Date`	BondFunctions.`startDate(Bond bond)`
`static double`	BondFunctions.`yield(Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`yield(Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	BondFunctions.`yield(Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)`
`static double`	BondFunctions.`yield(Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, long maxIterations)`
`static double`	BondFunctions.`yield(Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, long maxIterations, double guess)`
`static double`	BondFunctions.`yieldBisection(Bisection solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`yieldBisection(Bisection solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	BondFunctions.`yieldBisection(Bisection solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)`
`static double`	BondFunctions.`yieldBisection(Bisection solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, double guess)`
`static double`	BondFunctions.`yieldBrent(Brent solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`yieldBrent(Brent solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	BondFunctions.`yieldBrent(Brent solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)`
`static double`	BondFunctions.`yieldBrent(Brent solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, double guess)`
`static double`	BondFunctions.`yieldFalsePosition(FalsePosition solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`yieldFalsePosition(FalsePosition solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	BondFunctions.`yieldFalsePosition(FalsePosition solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)`
`static double`	BondFunctions.`yieldFalsePosition(FalsePosition solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, double guess)`
`static double`	BondFunctions.`yieldRidder(Ridder solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`yieldRidder(Ridder solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	BondFunctions.`yieldRidder(Ridder solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)`
`static double`	BondFunctions.`yieldRidder(Ridder solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, double guess)`
`static double`	BondFunctions.`yieldSecant(Secant solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`yieldSecant(Secant solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	BondFunctions.`yieldSecant(Secant solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)`
`static double`	BondFunctions.`yieldSecant(Secant solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, double guess)`
`static double`	BondFunctions.`yieldValueBasisPoint(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`yieldValueBasisPoint(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	BondFunctions.`yieldValueBasisPoint(Bond bond, InterestRate yield)`
`static double`	BondFunctions.`yieldValueBasisPoint(Bond bond, InterestRate yield, Date settlementDate)`
`static double`	BondFunctions.`zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	BondFunctions.`zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)`
`static double`	BondFunctions.`zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, long maxIterations)`
`static double`	BondFunctions.`zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, long maxIterations, double guess)`

Constructors in com.github.vonrosen.quantlib with parameters of type Bond
Constructor and Description
`AssetSwap(boolean payFixedRate, Bond bond, double bondCleanPrice, InterestRateIndex index, double spread)`
`AssetSwap(boolean payFixedRate, Bond bond, double bondCleanPrice, InterestRateIndex index, double spread, Schedule floatSchedule)`
`AssetSwap(boolean payFixedRate, Bond bond, double bondCleanPrice, InterestRateIndex index, double spread, Schedule floatSchedule, DayCounter floatingDayCount)`
`AssetSwap(boolean payFixedRate, Bond bond, double bondCleanPrice, InterestRateIndex index, double spread, Schedule floatSchedule, DayCounter floatingDayCount, boolean parAssetSwap)`
`BondHelper(QuoteHandle cleanPrice, Bond bond)`
`BondHelper(QuoteHandle cleanPrice, Bond bond, boolean useCleanPrice)`

Uses of Classcom.github.vonrosen.quantlib.Bond

Uses of Bond in com.github.vonrosen.quantlib

Uses of Class
com.github.vonrosen.quantlib.Bond