QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
BondFunctions Member List

This is the complete list of members for BondFunctions, including all inherited members.

accrualDays(const Bond &bond, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
accrualEndDate(const Bond &bond, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
accrualPeriod(const Bond &bond, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
accrualStartDate(const Bond &bond, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
accruedAmount(const Bond &bond, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
accruedDays(const Bond &bond, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
accruedPeriod(const Bond &bond, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
atmRate(const Bond &bond, const YieldTermStructure &discountCurve, Date settlementDate=Date(), Real cleanPrice=Null< Real >()) (defined in BondFunctions)BondFunctionsstatic
basisPointValue(const Bond &bond, const InterestRate &yield, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
basisPointValue(const Bond &bond, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
bps(const Bond &bond, const YieldTermStructure &discountCurve, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
bps(const Bond &bond, const InterestRate &yield, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
bps(const Bond &bond, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
cleanPrice(const Bond &bond, const YieldTermStructure &discountCurve, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
cleanPrice(const Bond &bond, const InterestRate &yield, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
cleanPrice(const Bond &bond, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
cleanPrice(const Bond &bond, const ext::shared_ptr< YieldTermStructure > &discount, Spread zSpread, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
convexity(const Bond &bond, const InterestRate &yield, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
convexity(const Bond &bond, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
dirtyPrice(const Bond &bond, const InterestRate &yield, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
dirtyPrice(const Bond &bond, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
duration(const Bond &bond, const InterestRate &yield, Duration::Type type=Duration::Modified, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
duration(const Bond &bond, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Duration::Type type=Duration::Modified, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
isTradable(const Bond &bond, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
maturityDate(const Bond &bond) (defined in BondFunctions)BondFunctionsstatic
nextCashFlow(const Bond &bond, Date refDate=Date()) (defined in BondFunctions)BondFunctionsstatic
nextCashFlowAmount(const Bond &bond, Date refDate=Date()) (defined in BondFunctions)BondFunctionsstatic
nextCashFlowDate(const Bond &bond, Date refDate=Date()) (defined in BondFunctions)BondFunctionsstatic
nextCouponRate(const Bond &bond, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
previousCashFlow(const Bond &bond, Date refDate=Date()) (defined in BondFunctions)BondFunctionsstatic
previousCashFlowAmount(const Bond &bond, Date refDate=Date()) (defined in BondFunctions)BondFunctionsstatic
previousCashFlowDate(const Bond &bond, Date refDate=Date()) (defined in BondFunctions)BondFunctionsstatic
previousCouponRate(const Bond &bond, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
referencePeriodEnd(const Bond &bond, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
referencePeriodStart(const Bond &bond, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
startDate(const Bond &bond) (defined in BondFunctions)BondFunctionsstatic
yield(const Bond &bond, Real price, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date(), Real accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.05, Bond::Price::Type priceType=Bond::Price::Clean) (defined in BondFunctions)BondFunctionsstatic
yield(const Solver &solver, const Bond &bond, Real price, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date(), Real accuracy=1.0e-10, Rate guess=0.05, Bond::Price::Type priceType=Bond::Price::Clean) (defined in BondFunctions)BondFunctionsstatic
yieldValueBasisPoint(const Bond &bond, const InterestRate &yield, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
yieldValueBasisPoint(const Bond &bond, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date()) (defined in BondFunctions)BondFunctionsstatic
zSpread(const Bond &bond, Real cleanPrice, const ext::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)BondFunctionsstatic