Uses of Class org.quantlib.Bond (QuantLib module 1.32.0 API)

Uses of Bond in org.quantlib

Subclasses of Bond in org.quantlib
Modifier and Type	Class	Description
`class`	`AmortizingCmsRateBond`
`class`	`AmortizingFixedRateBond`
`class`	`AmortizingFloatingRateBond`
`class`	`CallableBond`
`class`	`CallableFixedRateBond`
`class`	`CallableZeroCouponBond`
`class`	`CmsRateBond`
`class`	`ConvertibleFixedCouponBond`
`class`	`ConvertibleFloatingRateBond`
`class`	`ConvertibleZeroCouponBond`
`class`	`CPIBond`
`class`	`FixedRateBond`
`class`	`FloatingRateBond`
`class`	`ZeroCouponBond`

Methods in org.quantlib that return Bond
Modifier and Type	Method	Description
`Bond`	BondHelper.`bond()`

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

Constructors in org.quantlib with parameters of type Bond
Constructor	Description
`BondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, Bond bond)`
`BondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, Bond bond, YieldTermStructureHandle discountCurve)`
`BondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, Bond bond, YieldTermStructureHandle discountCurve, YieldTermStructureHandle incomeDiscountCurve)`
`BondHelper(QuoteHandle cleanPrice, Bond bond)`
`BondHelper(QuoteHandle cleanPrice, Bond bond, BondPrice.Type priceType)`
`FaceValueAccrualClaim(Bond bond)`

Uses of Classorg.quantlib.Bond

Uses of Bond in org.quantlib

Uses of Class
org.quantlib.Bond