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<!-- doxytag: class="QuantLib::BondFunctions" -->
<p><a class="el" href="class_quant_lib_1_1_bond.html" title="Base bond class.">Bond</a> adapters of <a class="el" href="class_quant_lib_1_1_cash_flows.html" title="cashflow-analysis functions">CashFlows</a> functions.
<a href="struct_quant_lib_1_1_bond_functions.html#details">More...</a></p>
<p><code>#include <ql/pricingengines/bond/bondfunctions.hpp></code></p>
<p><a href="struct_quant_lib_1_1_bond_functions-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-static-methods"></a>
Static Public Member Functions</h2></td></tr>
<tr><td colspan="2"><div class="groupHeader">Date inspectors</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a420e2998a4a3ecea4851a91730afc43a"></a><!-- doxytag: member="QuantLib::BondFunctions::startDate" ref="a420e2998a4a3ecea4851a91730afc43a" args="(const Bond &bond)" -->
static <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>startDate</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2d8dab916bcf79ae6132b0560e85c475"></a><!-- doxytag: member="QuantLib::BondFunctions::maturityDate" ref="a2d8dab916bcf79ae6132b0560e85c475" args="(const Bond &bond)" -->
static <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>maturityDate</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa8fd83e1f2eeda781b50c64402a3bb48"></a><!-- doxytag: member="QuantLib::BondFunctions::isTradable" ref="aa8fd83e1f2eeda781b50c64402a3bb48" args="(const Bond &bond, Date settlementDate=Date())" -->
static bool </td><td class="memItemRight" valign="bottom"><b>isTradable</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td colspan="2"><div class="groupHeader">CashFlow inspectors</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a97e579217018b05d1d41a700c1503533"></a><!-- doxytag: member="QuantLib::BondFunctions::previousCashFlow" ref="a97e579217018b05d1d41a700c1503533" args="(const Bond &bond, Date refDate=Date())" -->
static Leg::const_reverse_iterator </td><td class="memItemRight" valign="bottom"><b>previousCashFlow</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> refDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2895331baa91857bd5e5927222873310"></a><!-- doxytag: member="QuantLib::BondFunctions::nextCashFlow" ref="a2895331baa91857bd5e5927222873310" args="(const Bond &bond, Date refDate=Date())" -->
static Leg::const_iterator </td><td class="memItemRight" valign="bottom"><b>nextCashFlow</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> refDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5be084b5cc758f43a2689b3265441d37"></a><!-- doxytag: member="QuantLib::BondFunctions::previousCashFlowDate" ref="a5be084b5cc758f43a2689b3265441d37" args="(const Bond &bond, Date refDate=Date())" -->
static <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>previousCashFlowDate</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> refDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2db8c3629e923ab1dbc374db1ae0baa1"></a><!-- doxytag: member="QuantLib::BondFunctions::nextCashFlowDate" ref="a2db8c3629e923ab1dbc374db1ae0baa1" args="(const Bond &bond, Date refDate=Date())" -->
static <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>nextCashFlowDate</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> refDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a87896ea9adb64b99fd69ba81b4ab6c5d"></a><!-- doxytag: member="QuantLib::BondFunctions::previousCashFlowAmount" ref="a87896ea9adb64b99fd69ba81b4ab6c5d" args="(const Bond &bond, Date refDate=Date())" -->
static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>previousCashFlowAmount</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> refDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a84595077e07f3ac0c46e01c540cb7bb5"></a><!-- doxytag: member="QuantLib::BondFunctions::nextCashFlowAmount" ref="a84595077e07f3ac0c46e01c540cb7bb5" args="(const Bond &bond, Date refDate=Date())" -->
static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>nextCashFlowAmount</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> refDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td colspan="2"><div class="groupHeader">Coupon inspectors</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3419fd99f85d010beb61530631266731"></a><!-- doxytag: member="QuantLib::BondFunctions::previousCouponRate" ref="a3419fd99f85d010beb61530631266731" args="(const Bond &bond, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>previousCouponRate</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0dddebe2dde236dcd6f922aacdbe4a91"></a><!-- doxytag: member="QuantLib::BondFunctions::nextCouponRate" ref="a0dddebe2dde236dcd6f922aacdbe4a91" args="(const Bond &bond, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>nextCouponRate</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a59a92a6db209be147345a9ee692b0293"></a><!-- doxytag: member="QuantLib::BondFunctions::accrualStartDate" ref="a59a92a6db209be147345a9ee692b0293" args="(const Bond &bond, Date settlementDate=Date())" -->
static <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>accrualStartDate</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa55ec09c514f10274a1dba5b82dcf92f"></a><!-- doxytag: member="QuantLib::BondFunctions::accrualEndDate" ref="aa55ec09c514f10274a1dba5b82dcf92f" args="(const Bond &bond, Date settlementDate=Date())" -->
static <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>accrualEndDate</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9ea38d8b3ca1d41d386f793692504997"></a><!-- doxytag: member="QuantLib::BondFunctions::referencePeriodStart" ref="a9ea38d8b3ca1d41d386f793692504997" args="(const Bond &bond, Date settlementDate=Date())" -->
static <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>referencePeriodStart</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad80e49f26dcf493ea92cc1d5f1544aef"></a><!-- doxytag: member="QuantLib::BondFunctions::referencePeriodEnd" ref="ad80e49f26dcf493ea92cc1d5f1544aef" args="(const Bond &bond, Date settlementDate=Date())" -->
static <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>referencePeriodEnd</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab270aa07186519e2484998ca3f44e236"></a><!-- doxytag: member="QuantLib::BondFunctions::accrualPeriod" ref="ab270aa07186519e2484998ca3f44e236" args="(const Bond &bond, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>accrualPeriod</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a331193754a0b1f0adeeeabf435f69113"></a><!-- doxytag: member="QuantLib::BondFunctions::accrualDays" ref="a331193754a0b1f0adeeeabf435f69113" args="(const Bond &bond, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga4f0ecbbf99e41b6d69cd54871d5d2b9e">BigInteger</a> </td><td class="memItemRight" valign="bottom"><b>accrualDays</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8c91230959a00cfef282014f2e4ccf4c"></a><!-- doxytag: member="QuantLib::BondFunctions::accruedPeriod" ref="a8c91230959a00cfef282014f2e4ccf4c" args="(const Bond &bond, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>accruedPeriod</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a18f810eec082dab6613e0d314822e114"></a><!-- doxytag: member="QuantLib::BondFunctions::accruedDays" ref="a18f810eec082dab6613e0d314822e114" args="(const Bond &bond, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga4f0ecbbf99e41b6d69cd54871d5d2b9e">BigInteger</a> </td><td class="memItemRight" valign="bottom"><b>accruedDays</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a13980378a267634b8653bff6f1107068"></a><!-- doxytag: member="QuantLib::BondFunctions::accruedAmount" ref="a13980378a267634b8653bff6f1107068" args="(const Bond &bond, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>accruedAmount</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td colspan="2"><div class="groupHeader">YieldTermStructure functions</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a312584b5561d4195d9d303f36f8ff112"></a><!-- doxytag: member="QuantLib::BondFunctions::cleanPrice" ref="a312584b5561d4195d9d303f36f8ff112" args="(const Bond &bond, const YieldTermStructure &discountCurve, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>cleanPrice</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, const <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> &discountCurve, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac68cda2c2458f8b69cfa6fca2b1773ee"></a><!-- doxytag: member="QuantLib::BondFunctions::bps" ref="ac68cda2c2458f8b69cfa6fca2b1773ee" args="(const Bond &bond, const YieldTermStructure &discountCurve, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>bps</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, const <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> &discountCurve, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5c73987074f0b19106b99a15323a242d"></a><!-- doxytag: member="QuantLib::BondFunctions::atmRate" ref="a5c73987074f0b19106b99a15323a242d" args="(const Bond &bond, const YieldTermStructure &discountCurve, Date settlementDate=Date(), Real cleanPrice=Null< Real >())" -->
static <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>atmRate</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, const <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> &discountCurve, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> cleanPrice=Null< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >())</td></tr>
<tr><td colspan="2"><div class="groupHeader">Yield (a.k.a. Internal Rate of Return, i.e. IRR) functions</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae72f08287b616e362263c6e885c7edbb"></a><!-- doxytag: member="QuantLib::BondFunctions::cleanPrice" ref="ae72f08287b616e362263c6e885c7edbb" args="(const Bond &bond, const InterestRate &yield, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>cleanPrice</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, const <a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> &yield, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad541e767c07c9acb712a3fd036046609"></a><!-- doxytag: member="QuantLib::BondFunctions::cleanPrice" ref="ad541e767c07c9acb712a3fd036046609" args="(const Bond &bond, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>cleanPrice</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> yield, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, Compounding compounding, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aada2e8fc2aa2268cb4d9be49dca113b7"></a><!-- doxytag: member="QuantLib::BondFunctions::bps" ref="aada2e8fc2aa2268cb4d9be49dca113b7" args="(const Bond &bond, const InterestRate &yield, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>bps</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, const <a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> &yield, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af75112e58ce3e4d584e98ad08a9cb4fd"></a><!-- doxytag: member="QuantLib::BondFunctions::bps" ref="af75112e58ce3e4d584e98ad08a9cb4fd" args="(const Bond &bond, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>bps</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> yield, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, Compounding compounding, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7586eb670f9c6593816ac56a842c33ba"></a><!-- doxytag: member="QuantLib::BondFunctions::yield" ref="a7586eb670f9c6593816ac56a842c33ba" args="(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)" -->
static <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>yield</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> cleanPrice, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, Compounding compounding, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.05)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa08110bee1ad217cf07d88b5ca525a5d"></a><!-- doxytag: member="QuantLib::BondFunctions::duration" ref="aa08110bee1ad217cf07d88b5ca525a5d" args="(const Bond &bond, const InterestRate &yield, Duration::Type type=Duration::Modified, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>duration</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, const <a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> &yield, Duration::Type type=Duration::Modified, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a759f1d35b136a7edae2bb8e17d84c58f"></a><!-- doxytag: member="QuantLib::BondFunctions::duration" ref="a759f1d35b136a7edae2bb8e17d84c58f" args="(const Bond &bond, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Duration::Type type=Duration::Modified, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>duration</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> yield, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, Compounding compounding, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, Duration::Type type=Duration::Modified, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad394820c22d967a3a97a734e1386e989"></a><!-- doxytag: member="QuantLib::BondFunctions::convexity" ref="ad394820c22d967a3a97a734e1386e989" args="(const Bond &bond, const InterestRate &yield, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>convexity</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, const <a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> &yield, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab3cb571a101f89b46d05515fd4990a41"></a><!-- doxytag: member="QuantLib::BondFunctions::convexity" ref="ab3cb571a101f89b46d05515fd4990a41" args="(const Bond &bond, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>convexity</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> yield, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, Compounding compounding, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a459861a9569599f4cc27167f0f8c3cef"></a><!-- doxytag: member="QuantLib::BondFunctions::basisPointValue" ref="a459861a9569599f4cc27167f0f8c3cef" args="(const Bond &bond, const InterestRate &yield, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>basisPointValue</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, const <a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> &yield, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af2f55c70337d4c93a5a6cbe262be0c94"></a><!-- doxytag: member="QuantLib::BondFunctions::basisPointValue" ref="af2f55c70337d4c93a5a6cbe262be0c94" args="(const Bond &bond, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>basisPointValue</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> yield, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, Compounding compounding, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac89d7a397ebf318e3db1908276af9478"></a><!-- doxytag: member="QuantLib::BondFunctions::yieldValueBasisPoint" ref="ac89d7a397ebf318e3db1908276af9478" args="(const Bond &bond, const InterestRate &yield, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>yieldValueBasisPoint</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, const <a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> &yield, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a00e708b10c9cf504733f04135698f485"></a><!-- doxytag: member="QuantLib::BondFunctions::yieldValueBasisPoint" ref="a00e708b10c9cf504733f04135698f485" args="(const Bond &bond, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>yieldValueBasisPoint</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> yield, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, Compounding compounding, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td colspan="2"><div class="groupHeader">Z-spread functions</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a725beac891a4a6c1400fc439575f0d05"></a><!-- doxytag: member="QuantLib::BondFunctions::cleanPrice" ref="a725beac891a4a6c1400fc439575f0d05" args="(const Bond &bond, const boost::shared_ptr< YieldTermStructure > &discount, Spread zSpread, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>cleanPrice</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &discount, <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> zSpread, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, Compounding compounding, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a972943b86726e6ae40becf565b0fc08a"></a><!-- doxytag: member="QuantLib::BondFunctions::zSpread" ref="a972943b86726e6ae40becf565b0fc08a" args="(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)" -->
static <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> </td><td class="memItemRight" valign="bottom"><b>zSpread</b> (const <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> &bond, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> cleanPrice, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, Compounding compounding, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.0)</td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p><a class="el" href="class_quant_lib_1_1_bond.html" title="Base bond class.">Bond</a> adapters of <a class="el" href="class_quant_lib_1_1_cash_flows.html" title="cashflow-analysis functions">CashFlows</a> functions. </p>
<p>See <a class="el" href="class_quant_lib_1_1_cash_flows.html" title="cashflow-analysis functions">CashFlows</a> for functions' documentation.</p>
<p>These adapters calls into <a class="el" href="class_quant_lib_1_1_cash_flows.html" title="cashflow-analysis functions">CashFlows</a> functions passing as input the <a class="el" href="class_quant_lib_1_1_bond.html" title="Base bond class.">Bond</a> cashflows, the dirty price (i.e. npv) calculated from clean price, the bond settlement date (unless another date is given), zero ex-dividend days, and excluding any cashflow on the settlement date.</p>
<p>Prices are always clean, as per market convention. </p>
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