BondFunctions Member List

This is the complete list of members for BondFunctions, 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]