![]() QuantLib 0.3.11Getting startedReference manual |
Bond Class Reference |
Public Member Functions | |
Inspectors | |
Date | settlementDate () const |
const std::vector< boost::shared_ptr< CashFlow > > & | cashflows () const |
const boost::shared_ptr< CashFlow > & | redemption () const |
const Calendar & | calendar () const |
BusinessDayConvention | businessDayConvention () const |
const DayCounter & | dayCounter () const |
Frequency | frequency () const |
boost::shared_ptr< YieldTermStructure > | discountCurve () const |
Calculations | |
Real | cleanPrice () const |
theoretical clean price | |
Real | dirtyPrice () const |
theoretical dirty price | |
Rate | yield (Compounding compounding, Real accuracy=1.0e-8, Size maxEvaluations=100) const |
theoretical bond yield | |
Real | cleanPrice (Rate yield, Compounding compounding, Date settlementDate=Date()) const |
clean price given a yield and settlement date | |
Real | dirtyPrice (Rate yield, Compounding compounding, Date settlementDate=Date()) const |
dirty price given a yield and settlement date | |
Rate | yield (Real cleanPrice, Compounding compounding, Date settlementDate=Date(), Real accuracy=1.0e-8, Size maxEvaluations=100) const |
yield given a (clean) price and settlement date | |
Real | accruedAmount (Date d=Date()) const |
accrued amount at a given date | |
bool | isExpired () const |
returns whether the instrument is still tradable. | |
Protected Member Functions | |
Bond (const DayCounter &dayCount, const Calendar &calendar, BusinessDayConvention businessDayConvention, Integer settlementDays, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >()) | |
void | performCalculations () const |
Protected Attributes | |
Integer | settlementDays_ |
Calendar | calendar_ |
BusinessDayConvention | businessDayConvention_ |
DayCounter | dayCount_ |
Date | issueDate_ |
Date | datedDate_ |
Date | maturityDate_ |
Frequency | frequency_ |
std::vector< boost::shared_ptr< CashFlow > > | cashFlows_ |
boost::shared_ptr< CashFlow > | redemption_ |
Handle< YieldTermStructure > | discountCurve_ |
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theoretical clean price The default bond settlement is used for calculation. |
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theoretical dirty price The default bond settlement is used for calculation. |
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theoretical bond yield The default bond settlement and theoretical price are used for calculation. |
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clean price given a yield and settlement date The default bond settlement is used if no date is given. |
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dirty price given a yield and settlement date The default bond settlement is used if no date is given. |
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yield given a (clean) price and settlement date The default bond settlement is used if no date is given. |
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accrued amount at a given date The default bond settlement is used if no date is given. |
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In case a pricing engine is not used, this method must be overridden to perform the actual calculations and set any needed results. In case a pricing engine is used, the default implementation can be used. Reimplemented from Instrument. |
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