Member List

### A free/open-source library for quantitative finance

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) | BondFunctions | `[static]`
accrualEndDate(const Bond &bond, Date settlementDate=Date()) (defined in BondFunctions) | BondFunctions | `[static]`
accrualPeriod(const Bond &bond, Date settlementDate=Date()) (defined in BondFunctions) | BondFunctions | `[static]`
accrualStartDate(const Bond &bond, Date settlementDate=Date()) (defined in BondFunctions) | BondFunctions | `[static]`
accruedAmount(const Bond &bond, Date settlementDate=Date()) (defined in BondFunctions) | BondFunctions | `[static]`
accruedDays(const Bond &bond, Date settlementDate=Date()) (defined in BondFunctions) | BondFunctions | `[static]`
accruedPeriod(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]`
referencePeriodEnd(const Bond &bond, Date settlementDate=Date()) (defined in BondFunctions) | BondFunctions | `[static]`
referencePeriodStart(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]`