QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.6

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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
dirtyPrice(const Bond &bond, const InterestRate &yield, Date settlementDate=Date()) (defined in BondFunctions) | BondFunctions | static
dirtyPrice(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