Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class CallableBond

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Bond

org.quantlib.CallableBond

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

CallableFixedRateBond, CallableZeroCouponBond

public class CallableBond
extends Bond
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method	Description
CallabilitySchedule	callability()
double	cleanPriceOAS(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency)
double	cleanPriceOAS(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
void	delete()
double	effectiveConvexity(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency)
double	effectiveConvexity(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency, double bump)
double	effectiveDuration(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency)
double	effectiveDuration(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency, double bump)
protected void	finalize()
protected static long	getCPtr(CallableBond obj)
double	impliedVolatility(double targetValue, YieldTermStructureHandle discountCurve, double accuracy, long maxEvaluations, double minVol, double maxVol)
double	impliedVolatility(BondPrice targetPrice, YieldTermStructureHandle discountCurve, double accuracy, long maxEvaluations, double minVol, double maxVol)
double	OAS(double cleanPrice, YieldTermStructureHandle engineTS, DayCounter dc, Compounding compounding, Frequency freq)
double	OAS(double cleanPrice, YieldTermStructureHandle engineTS, DayCounter dc, Compounding compounding, Frequency freq, Date settlementDate)
double	OAS(double cleanPrice, YieldTermStructureHandle engineTS, DayCounter dc, Compounding compounding, Frequency freq, Date settlementDate, double accuracy)
double	OAS(double cleanPrice, YieldTermStructureHandle engineTS, DayCounter dc, Compounding compounding, Frequency freq, Date settlementDate, double accuracy, long maxIterations)
double	OAS(double cleanPrice, YieldTermStructureHandle engineTS, DayCounter dc, Compounding compounding, Frequency freq, Date settlementDate, double accuracy, long maxIterations, double guess)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.Bond

accruedAmount, accruedAmount, calendar, cashflows, cleanPrice, cleanPrice, cleanPrice, dirtyPrice, dirtyPrice, dirtyPrice, getCPtr, issueDate, maturityDate, nextCouponRate, nextCouponRate, notional, notional, notionals, previousCouponRate, previousCouponRate, redemption, redemptions, settlementDate, settlementDate, settlementDays, settlementValue, settlementValue, startDate, yield, yield, yield, yield, yield, yield, yield

Methods inherited from class org.quantlib.Instrument

errorEstimate, getCPtr, isExpired, NPV, setPricingEngine

Methods inherited from class org.quantlib.LazyObject

alwaysForwardNotifications, forwardFirstNotificationOnly, forwardsAllNotifications, freeze, getCPtr, recalculate, unfreeze

Methods inherited from class org.quantlib.Observable

getCPtr

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

Constructor Detail

CallableBond

protected CallableBond(long cPtr,
                       boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(CallableBond obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class Bond

finalize

protected void finalize()

Overrides:

finalize in class Bond

delete

public void delete()

Specified by:

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

Overrides:

delete in class Bond

callability

public CallabilitySchedule callability()

impliedVolatility

public double impliedVolatility(BondPrice targetPrice,
                                YieldTermStructureHandle discountCurve,
                                double accuracy,
                                long maxEvaluations,
                                double minVol,
                                double maxVol)

impliedVolatility

public double impliedVolatility(double targetValue,
                                YieldTermStructureHandle discountCurve,
                                double accuracy,
                                long maxEvaluations,
                                double minVol,
                                double maxVol)

OAS

public double OAS(double cleanPrice,
                  YieldTermStructureHandle engineTS,
                  DayCounter dc,
                  Compounding compounding,
                  Frequency freq,
                  Date settlementDate,
                  double accuracy,
                  long maxIterations,
                  double guess)

OAS

public double OAS(double cleanPrice,
                  YieldTermStructureHandle engineTS,
                  DayCounter dc,
                  Compounding compounding,
                  Frequency freq,
                  Date settlementDate,
                  double accuracy,
                  long maxIterations)

OAS

public double OAS(double cleanPrice,
                  YieldTermStructureHandle engineTS,
                  DayCounter dc,
                  Compounding compounding,
                  Frequency freq,
                  Date settlementDate,
                  double accuracy)

OAS

public double OAS(double cleanPrice,
                  YieldTermStructureHandle engineTS,
                  DayCounter dc,
                  Compounding compounding,
                  Frequency freq,
                  Date settlementDate)

OAS

public double OAS(double cleanPrice,
                  YieldTermStructureHandle engineTS,
                  DayCounter dc,
                  Compounding compounding,
                  Frequency freq)

cleanPriceOAS

public double cleanPriceOAS(double oas,
                            YieldTermStructureHandle engineTS,
                            DayCounter dayCounter,
                            Compounding compounding,
                            Frequency frequency,
                            Date settlementDate)

cleanPriceOAS

public double cleanPriceOAS(double oas,
                            YieldTermStructureHandle engineTS,
                            DayCounter dayCounter,
                            Compounding compounding,
                            Frequency frequency)

effectiveDuration

public double effectiveDuration(double oas,
                                YieldTermStructureHandle engineTS,
                                DayCounter dayCounter,
                                Compounding compounding,
                                Frequency frequency,
                                double bump)

effectiveDuration

public double effectiveDuration(double oas,
                                YieldTermStructureHandle engineTS,
                                DayCounter dayCounter,
                                Compounding compounding,
                                Frequency frequency)

effectiveConvexity

public double effectiveConvexity(double oas,
                                 YieldTermStructureHandle engineTS,
                                 DayCounter dayCounter,
                                 Compounding compounding,
                                 Frequency frequency,
                                 double bump)

effectiveConvexity

public double effectiveConvexity(double oas,
                                 YieldTermStructureHandle engineTS,
                                 DayCounter dayCounter,
                                 Compounding compounding,
                                 Frequency frequency)