Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class BondFunctions

java.lang.Object

org.quantlib.BondFunctions

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class BondFunctions
extends Object
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Field Summary

Fields

Modifier and Type	Field	Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor	Description
	BondFunctions()
protected	BondFunctions(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
static int	accrualDays(Bond bond)
static int	accrualDays(Bond bond, Date settlementDate)
static Date	accrualEndDate(Bond bond)
static Date	accrualEndDate(Bond bond, Date settlementDate)
static double	accrualPeriod(Bond bond)
static double	accrualPeriod(Bond bond, Date settlementDate)
static Date	accrualStartDate(Bond bond)
static Date	accrualStartDate(Bond bond, Date settlementDate)
static double	accruedAmount(Bond bond)
static double	accruedAmount(Bond bond, Date settlementDate)
static int	accruedDays(Bond bond)
static int	accruedDays(Bond bond, Date settlementDate)
static double	accruedPeriod(Bond bond)
static double	accruedPeriod(Bond bond, Date settlementDate)
static double	atmRate(Bond bond, YieldTermStructure discountCurve)
static double	atmRate(Bond bond, YieldTermStructure discountCurve, Date settlementDate)
static double	atmRate(Bond bond, YieldTermStructure discountCurve, Date settlementDate, double cleanPrice)
static double	basisPointValue(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency)
static double	basisPointValue(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
static double	basisPointValue(Bond bond, InterestRate yield)
static double	basisPointValue(Bond bond, InterestRate yield, Date settlementDate)
static double	bps(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency)
static double	bps(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
static double	bps(Bond bond, InterestRate yield)
static double	bps(Bond bond, InterestRate yield, Date settlementDate)
static double	bps(Bond bond, YieldTermStructure discountCurve)
static double	bps(Bond bond, YieldTermStructure discountCurve, Date settlementDate)
static double	cleanPrice(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency)
static double	cleanPrice(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
static double	cleanPrice(Bond bond, InterestRate yield)
static double	cleanPrice(Bond bond, InterestRate yield, Date settlementDate)
static double	cleanPrice(Bond bond, YieldTermStructure discountCurve)
static double	cleanPrice(Bond bond, YieldTermStructure discountCurve, Date settlementDate)
static double	convexity(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency)
static double	convexity(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
static double	convexity(Bond bond, InterestRate yield)
static double	convexity(Bond bond, InterestRate yield, Date settlementDate)
void	delete()
static double	duration(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency)
static double	duration(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type)
static double	duration(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type, Date settlementDate)
static double	duration(Bond bond, InterestRate yield)
static double	duration(Bond bond, InterestRate yield, Duration.Type type)
static double	duration(Bond bond, InterestRate yield, Duration.Type type, Date settlementDate)
protected void	finalize()
protected static long	getCPtr(BondFunctions obj)
static boolean	isTradable(Bond bond)
static boolean	isTradable(Bond bond, Date settlementDate)
static Date	maturityDate(Bond bond)
static double	nextCashFlowAmount(Bond bond)
static double	nextCashFlowAmount(Bond bond, Date refDate)
static Date	nextCashFlowDate(Bond bond)
static Date	nextCashFlowDate(Bond bond, Date refDate)
static double	nextCouponRate(Bond bond)
static double	nextCouponRate(Bond bond, Date settlementDate)
static double	previousCashFlowAmount(Bond bond)
static double	previousCashFlowAmount(Bond bond, Date refDate)
static Date	previousCashFlowDate(Bond bond)
static Date	previousCashFlowDate(Bond bond, Date refDate)
static double	previousCouponRate(Bond bond)
static double	previousCouponRate(Bond bond, Date settlementDate)
static Date	startDate(Bond bond)
protected static long	swigRelease(BondFunctions obj)
static double	yield(Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency)
static double	yield(Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
static double	yield(Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)
static double	yield(Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, long maxIterations)
static double	yield(Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, long maxIterations, double guess)
static double	yieldBisection(Bisection solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency)
static double	yieldBisection(Bisection solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
static double	yieldBisection(Bisection solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)
static double	yieldBisection(Bisection solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, double guess)
static double	yieldBrent(Brent solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency)
static double	yieldBrent(Brent solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
static double	yieldBrent(Brent solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)
static double	yieldBrent(Brent solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, double guess)
static double	yieldFalsePosition(FalsePosition solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency)
static double	yieldFalsePosition(FalsePosition solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
static double	yieldFalsePosition(FalsePosition solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)
static double	yieldFalsePosition(FalsePosition solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, double guess)
static double	yieldRidder(Ridder solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency)
static double	yieldRidder(Ridder solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
static double	yieldRidder(Ridder solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)
static double	yieldRidder(Ridder solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, double guess)
static double	yieldSecant(Secant solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency)
static double	yieldSecant(Secant solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
static double	yieldSecant(Secant solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)
static double	yieldSecant(Secant solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, double guess)
static double	yieldValueBasisPoint(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency)
static double	yieldValueBasisPoint(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
static double	yieldValueBasisPoint(Bond bond, InterestRate yield)
static double	yieldValueBasisPoint(Bond bond, InterestRate yield, Date settlementDate)
static double	zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency)
static double	zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
static double	zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)
static double	zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, long maxIterations)
static double	zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, long maxIterations, double guess)

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

close

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Constructor Detail

BondFunctions

protected BondFunctions(long cPtr,
                        boolean cMemoryOwn)

BondFunctions

public BondFunctions()

Method Detail

getCPtr

protected static long getCPtr(BondFunctions obj)

swigRelease

protected static long swigRelease(BondFunctions obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

Specified by:

delete in interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

startDate

public static Date startDate(Bond bond)

maturityDate

public static Date maturityDate(Bond bond)

isTradable

public static boolean isTradable(Bond bond,
                                 Date settlementDate)

isTradable

public static boolean isTradable(Bond bond)

previousCashFlowDate

public static Date previousCashFlowDate(Bond bond,
                                        Date refDate)

previousCashFlowDate

public static Date previousCashFlowDate(Bond bond)

nextCashFlowDate

public static Date nextCashFlowDate(Bond bond,
                                    Date refDate)

nextCashFlowDate

public static Date nextCashFlowDate(Bond bond)

previousCashFlowAmount

public static double previousCashFlowAmount(Bond bond,
                                            Date refDate)

previousCashFlowAmount

public static double previousCashFlowAmount(Bond bond)

nextCashFlowAmount

public static double nextCashFlowAmount(Bond bond,
                                        Date refDate)

nextCashFlowAmount

public static double nextCashFlowAmount(Bond bond)

previousCouponRate

public static double previousCouponRate(Bond bond,
                                        Date settlementDate)

previousCouponRate

public static double previousCouponRate(Bond bond)

nextCouponRate

public static double nextCouponRate(Bond bond,
                                    Date settlementDate)

nextCouponRate

public static double nextCouponRate(Bond bond)

accrualStartDate

public static Date accrualStartDate(Bond bond,
                                    Date settlementDate)

accrualStartDate

public static Date accrualStartDate(Bond bond)

accrualEndDate

public static Date accrualEndDate(Bond bond,
                                  Date settlementDate)

accrualEndDate

public static Date accrualEndDate(Bond bond)

accrualPeriod

public static double accrualPeriod(Bond bond,
                                   Date settlementDate)

accrualPeriod

public static double accrualPeriod(Bond bond)

accrualDays

public static int accrualDays(Bond bond,
                              Date settlementDate)

accrualDays

public static int accrualDays(Bond bond)

accruedPeriod

public static double accruedPeriod(Bond bond,
                                   Date settlementDate)

accruedPeriod

public static double accruedPeriod(Bond bond)

accruedDays

public static int accruedDays(Bond bond,
                              Date settlementDate)

accruedDays

public static int accruedDays(Bond bond)

accruedAmount

public static double accruedAmount(Bond bond,
                                   Date settlementDate)

accruedAmount

public static double accruedAmount(Bond bond)

cleanPrice

public static double cleanPrice(Bond bond,
                                YieldTermStructure discountCurve,
                                Date settlementDate)

cleanPrice

public static double cleanPrice(Bond bond,
                                YieldTermStructure discountCurve)

bps

public static double bps(Bond bond,
                         YieldTermStructure discountCurve,
                         Date settlementDate)

bps

public static double bps(Bond bond,
                         YieldTermStructure discountCurve)

atmRate

public static double atmRate(Bond bond,
                             YieldTermStructure discountCurve,
                             Date settlementDate,
                             double cleanPrice)

atmRate

public static double atmRate(Bond bond,
                             YieldTermStructure discountCurve,
                             Date settlementDate)

atmRate

public static double atmRate(Bond bond,
                             YieldTermStructure discountCurve)

cleanPrice

public static double cleanPrice(Bond bond,
                                InterestRate yield,
                                Date settlementDate)

cleanPrice

public static double cleanPrice(Bond bond,
                                InterestRate yield)

cleanPrice

public static double cleanPrice(Bond bond,
                                double yield,
                                DayCounter dayCounter,
                                Compounding compounding,
                                Frequency frequency,
                                Date settlementDate)

cleanPrice

public static double cleanPrice(Bond bond,
                                double yield,
                                DayCounter dayCounter,
                                Compounding compounding,
                                Frequency frequency)

bps

public static double bps(Bond bond,
                         InterestRate yield,
                         Date settlementDate)

bps

public static double bps(Bond bond,
                         InterestRate yield)

bps

public static double bps(Bond bond,
                         double yield,
                         DayCounter dayCounter,
                         Compounding compounding,
                         Frequency frequency,
                         Date settlementDate)

bps

public static double bps(Bond bond,
                         double yield,
                         DayCounter dayCounter,
                         Compounding compounding,
                         Frequency frequency)

yield

public static double yield(Bond bond,
                           double cleanPrice,
                           DayCounter dayCounter,
                           Compounding compounding,
                           Frequency frequency,
                           Date settlementDate,
                           double accuracy,
                           long maxIterations,
                           double guess)

yield

public static double yield(Bond bond,
                           double cleanPrice,
                           DayCounter dayCounter,
                           Compounding compounding,
                           Frequency frequency,
                           Date settlementDate,
                           double accuracy,
                           long maxIterations)

yield

public static double yield(Bond bond,
                           double cleanPrice,
                           DayCounter dayCounter,
                           Compounding compounding,
                           Frequency frequency,
                           Date settlementDate,
                           double accuracy)

yield

public static double yield(Bond bond,
                           double cleanPrice,
                           DayCounter dayCounter,
                           Compounding compounding,
                           Frequency frequency,
                           Date settlementDate)

yield

public static double yield(Bond bond,
                           double cleanPrice,
                           DayCounter dayCounter,
                           Compounding compounding,
                           Frequency frequency)

duration

public static double duration(Bond bond,
                              InterestRate yield,
                              Duration.Type type,
                              Date settlementDate)

duration

public static double duration(Bond bond,
                              InterestRate yield,
                              Duration.Type type)

duration

public static double duration(Bond bond,
                              InterestRate yield)

duration

public static double duration(Bond bond,
                              double yield,
                              DayCounter dayCounter,
                              Compounding compounding,
                              Frequency frequency,
                              Duration.Type type,
                              Date settlementDate)

duration

public static double duration(Bond bond,
                              double yield,
                              DayCounter dayCounter,
                              Compounding compounding,
                              Frequency frequency,
                              Duration.Type type)

duration

public static double duration(Bond bond,
                              double yield,
                              DayCounter dayCounter,
                              Compounding compounding,
                              Frequency frequency)

convexity

public static double convexity(Bond bond,
                               InterestRate yield,
                               Date settlementDate)

convexity

public static double convexity(Bond bond,
                               InterestRate yield)

convexity

public static double convexity(Bond bond,
                               double yield,
                               DayCounter dayCounter,
                               Compounding compounding,
                               Frequency frequency,
                               Date settlementDate)

convexity

public static double convexity(Bond bond,
                               double yield,
                               DayCounter dayCounter,
                               Compounding compounding,
                               Frequency frequency)

basisPointValue

public static double basisPointValue(Bond bond,
                                     InterestRate yield,
                                     Date settlementDate)

basisPointValue

public static double basisPointValue(Bond bond,
                                     InterestRate yield)

basisPointValue

public static double basisPointValue(Bond bond,
                                     double yield,
                                     DayCounter dayCounter,
                                     Compounding compounding,
                                     Frequency frequency,
                                     Date settlementDate)

basisPointValue

public static double basisPointValue(Bond bond,
                                     double yield,
                                     DayCounter dayCounter,
                                     Compounding compounding,
                                     Frequency frequency)

yieldValueBasisPoint

public static double yieldValueBasisPoint(Bond bond,
                                          InterestRate yield,
                                          Date settlementDate)

yieldValueBasisPoint

public static double yieldValueBasisPoint(Bond bond,
                                          InterestRate yield)

yieldValueBasisPoint

public static double yieldValueBasisPoint(Bond bond,
                                          double yield,
                                          DayCounter dayCounter,
                                          Compounding compounding,
                                          Frequency frequency,
                                          Date settlementDate)

yieldValueBasisPoint

public static double yieldValueBasisPoint(Bond bond,
                                          double yield,
                                          DayCounter dayCounter,
                                          Compounding compounding,
                                          Frequency frequency)

zSpread

public static double zSpread(Bond bond,
                             double cleanPrice,
                             YieldTermStructure discountCurve,
                             DayCounter dayCounter,
                             Compounding compounding,
                             Frequency frequency,
                             Date settlementDate,
                             double accuracy,
                             long maxIterations,
                             double guess)

zSpread

public static double zSpread(Bond bond,
                             double cleanPrice,
                             YieldTermStructure discountCurve,
                             DayCounter dayCounter,
                             Compounding compounding,
                             Frequency frequency,
                             Date settlementDate,
                             double accuracy,
                             long maxIterations)

zSpread

public static double zSpread(Bond bond,
                             double cleanPrice,
                             YieldTermStructure discountCurve,
                             DayCounter dayCounter,
                             Compounding compounding,
                             Frequency frequency,
                             Date settlementDate,
                             double accuracy)

zSpread

public static double zSpread(Bond bond,
                             double cleanPrice,
                             YieldTermStructure discountCurve,
                             DayCounter dayCounter,
                             Compounding compounding,
                             Frequency frequency,
                             Date settlementDate)

zSpread

public static double zSpread(Bond bond,
                             double cleanPrice,
                             YieldTermStructure discountCurve,
                             DayCounter dayCounter,
                             Compounding compounding,
                             Frequency frequency)

yieldBrent

public static double yieldBrent(Brent solver,
                                Bond bond,
                                double cleanPrice,
                                DayCounter dayCounter,
                                Compounding compounding,
                                Frequency frequency,
                                Date settlementDate,
                                double accuracy,
                                double guess)

yieldBrent

public static double yieldBrent(Brent solver,
                                Bond bond,
                                double cleanPrice,
                                DayCounter dayCounter,
                                Compounding compounding,
                                Frequency frequency,
                                Date settlementDate,
                                double accuracy)

yieldBrent

public static double yieldBrent(Brent solver,
                                Bond bond,
                                double cleanPrice,
                                DayCounter dayCounter,
                                Compounding compounding,
                                Frequency frequency,
                                Date settlementDate)

yieldBrent

public static double yieldBrent(Brent solver,
                                Bond bond,
                                double cleanPrice,
                                DayCounter dayCounter,
                                Compounding compounding,
                                Frequency frequency)

yieldBisection

public static double yieldBisection(Bisection solver,
                                    Bond bond,
                                    double cleanPrice,
                                    DayCounter dayCounter,
                                    Compounding compounding,
                                    Frequency frequency,
                                    Date settlementDate,
                                    double accuracy,
                                    double guess)

yieldBisection

public static double yieldBisection(Bisection solver,
                                    Bond bond,
                                    double cleanPrice,
                                    DayCounter dayCounter,
                                    Compounding compounding,
                                    Frequency frequency,
                                    Date settlementDate,
                                    double accuracy)

yieldBisection

public static double yieldBisection(Bisection solver,
                                    Bond bond,
                                    double cleanPrice,
                                    DayCounter dayCounter,
                                    Compounding compounding,
                                    Frequency frequency,
                                    Date settlementDate)

yieldBisection

public static double yieldBisection(Bisection solver,
                                    Bond bond,
                                    double cleanPrice,
                                    DayCounter dayCounter,
                                    Compounding compounding,
                                    Frequency frequency)

yieldFalsePosition

public static double yieldFalsePosition(FalsePosition solver,
                                        Bond bond,
                                        double cleanPrice,
                                        DayCounter dayCounter,
                                        Compounding compounding,
                                        Frequency frequency,
                                        Date settlementDate,
                                        double accuracy,
                                        double guess)

yieldFalsePosition

public static double yieldFalsePosition(FalsePosition solver,
                                        Bond bond,
                                        double cleanPrice,
                                        DayCounter dayCounter,
                                        Compounding compounding,
                                        Frequency frequency,
                                        Date settlementDate,
                                        double accuracy)

yieldFalsePosition

public static double yieldFalsePosition(FalsePosition solver,
                                        Bond bond,
                                        double cleanPrice,
                                        DayCounter dayCounter,
                                        Compounding compounding,
                                        Frequency frequency,
                                        Date settlementDate)

yieldFalsePosition

public static double yieldFalsePosition(FalsePosition solver,
                                        Bond bond,
                                        double cleanPrice,
                                        DayCounter dayCounter,
                                        Compounding compounding,
                                        Frequency frequency)

yieldRidder

public static double yieldRidder(Ridder solver,
                                 Bond bond,
                                 double cleanPrice,
                                 DayCounter dayCounter,
                                 Compounding compounding,
                                 Frequency frequency,
                                 Date settlementDate,
                                 double accuracy,
                                 double guess)

yieldRidder

public static double yieldRidder(Ridder solver,
                                 Bond bond,
                                 double cleanPrice,
                                 DayCounter dayCounter,
                                 Compounding compounding,
                                 Frequency frequency,
                                 Date settlementDate,
                                 double accuracy)

yieldRidder

public static double yieldRidder(Ridder solver,
                                 Bond bond,
                                 double cleanPrice,
                                 DayCounter dayCounter,
                                 Compounding compounding,
                                 Frequency frequency,
                                 Date settlementDate)

yieldRidder

public static double yieldRidder(Ridder solver,
                                 Bond bond,
                                 double cleanPrice,
                                 DayCounter dayCounter,
                                 Compounding compounding,
                                 Frequency frequency)

yieldSecant

public static double yieldSecant(Secant solver,
                                 Bond bond,
                                 double cleanPrice,
                                 DayCounter dayCounter,
                                 Compounding compounding,
                                 Frequency frequency,
                                 Date settlementDate,
                                 double accuracy,
                                 double guess)

yieldSecant

public static double yieldSecant(Secant solver,
                                 Bond bond,
                                 double cleanPrice,
                                 DayCounter dayCounter,
                                 Compounding compounding,
                                 Frequency frequency,
                                 Date settlementDate,
                                 double accuracy)

yieldSecant

public static double yieldSecant(Secant solver,
                                 Bond bond,
                                 double cleanPrice,
                                 DayCounter dayCounter,
                                 Compounding compounding,
                                 Frequency frequency,
                                 Date settlementDate)

yieldSecant

public static double yieldSecant(Secant solver,
                                 Bond bond,
                                 double cleanPrice,
                                 DayCounter dayCounter,
                                 Compounding compounding,
                                 Frequency frequency)