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,
Duration.Type type) |
static double |
BondFunctions.duration(Bond bond,
InterestRate yield,
Duration.Type type,
Date settlementDate) |
static double |
CashFlows.duration(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Duration.Type type,
boolean includeSettlementDateFlows) |
static double |
CashFlows.duration(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Duration.Type type,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.duration(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Duration.Type type,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
static double |
CashFlows.duration(Leg arg0,
InterestRate arg1,
Duration.Type type,
boolean includeSettlementDateFlows) |
static double |
CashFlows.duration(Leg arg0,
InterestRate arg1,
Duration.Type type,
boolean includeSettlementDateFlows,
Date settlementDate) |