, including all inherited members.
accruedAmount(const Bond &bond, Date settlementDate=Date()) (defined in BondFunctions) | BondFunctions | [static] |
atmRate(const Bond &bond, const YieldTermStructure &discountCurve, Date settlementDate=Date(), Real cleanPrice=Null< Real >()) (defined in BondFunctions) | BondFunctions | [static] |
basisPointValue(const Bond &bond, const InterestRate &yield, Date settlementDate=Date()) (defined in BondFunctions) | BondFunctions | [static] |
basisPointValue(const Bond &bond, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date()) (defined in BondFunctions) | BondFunctions | [static] |
bps(const Bond &bond, const YieldTermStructure &discountCurve, Date settlementDate=Date()) (defined in BondFunctions) | BondFunctions | [static] |
bps(const Bond &bond, const InterestRate &yield, Date settlementDate=Date()) (defined in BondFunctions) | BondFunctions | [static] |
bps(const Bond &bond, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date()) (defined in BondFunctions) | BondFunctions | [static] |
cleanPrice(const Bond &bond, const YieldTermStructure &discountCurve, Date settlementDate=Date()) (defined in BondFunctions) | BondFunctions | [static] |
cleanPrice(const Bond &bond, const InterestRate &yield, Date settlementDate=Date()) (defined in BondFunctions) | BondFunctions | [static] |
cleanPrice(const Bond &bond, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date()) (defined in BondFunctions) | BondFunctions | [static] |
cleanPrice(const Bond &bond, const boost::shared_ptr< YieldTermStructure > &discount, Spread zSpread, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date()) (defined in BondFunctions) | BondFunctions | [static] |
convexity(const Bond &bond, const InterestRate &yield, Date settlementDate=Date()) (defined in BondFunctions) | BondFunctions | [static] |
convexity(const Bond &bond, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date()) (defined in BondFunctions) | BondFunctions | [static] |
duration(const Bond &bond, const InterestRate &yield, Duration::Type type=Duration::Modified, Date settlementDate=Date()) (defined in BondFunctions) | BondFunctions | [static] |
duration(const Bond &bond, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Duration::Type type=Duration::Modified, Date settlementDate=Date()) (defined in BondFunctions) | BondFunctions | [static] |
isTradable(const Bond &bond, Date settlementDate=Date()) (defined in BondFunctions) | BondFunctions | [static] |
maturityDate(const Bond &bond) (defined in BondFunctions) | BondFunctions | [static] |
nextCashFlow(const Bond &bond, Date refDate=Date()) (defined in BondFunctions) | BondFunctions | [static] |
nextCashFlowAmount(const Bond &bond, Date refDate=Date()) (defined in BondFunctions) | BondFunctions | [static] |
nextCashFlowDate(const Bond &bond, Date refDate=Date()) (defined in BondFunctions) | BondFunctions | [static] |
nextCouponRate(const Bond &bond, Date settlementDate=Date()) (defined in BondFunctions) | BondFunctions | [static] |
previousCashFlow(const Bond &bond, Date refDate=Date()) (defined in BondFunctions) | BondFunctions | [static] |
previousCashFlowAmount(const Bond &bond, Date refDate=Date()) (defined in BondFunctions) | BondFunctions | [static] |
previousCashFlowDate(const Bond &bond, Date refDate=Date()) (defined in BondFunctions) | BondFunctions | [static] |
previousCouponRate(const Bond &bond, Date settlementDate=Date()) (defined in BondFunctions) | BondFunctions | [static] |
startDate(const Bond &bond) (defined in BondFunctions) | BondFunctions | [static] |
yield(const Bond &bond, Real cleanPrice, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date(), Real accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.05) (defined in BondFunctions) | BondFunctions | [static] |
yieldValueBasisPoint(const Bond &bond, const InterestRate &yield, Date settlementDate=Date()) (defined in BondFunctions) | BondFunctions | [static] |
yieldValueBasisPoint(const Bond &bond, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date()) (defined in BondFunctions) | BondFunctions | [static] |
zSpread(const Bond &bond, Real cleanPrice, const boost::shared_ptr< YieldTermStructure > &, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date(), Real accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.0) (defined in BondFunctions) | BondFunctions | [static] |