Package | Description |
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com.opengamma.strata.pricer.bond |
Calculators for bonds.
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Modifier and Type | Method and Description |
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IssuerCurveDiscountFactors |
LegalEntityDiscountingProvider.issuerCurveDiscountFactors(LegalEntityId issuerId,
Currency currency)
Gets the discount factors from an issuer based on the issuer ID and currency.
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IssuerCurveDiscountFactors |
ImmutableLegalEntityDiscountingProvider.issuerCurveDiscountFactors(LegalEntityId issuerId,
Currency currency) |
static IssuerCurveDiscountFactors |
IssuerCurveDiscountFactors.of(DiscountFactors discountFactors,
LegalEntityGroup legalEntityGroup)
Obtains an instance based on discount factors and legal entity group.
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Modifier and Type | Method and Description |
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Class<? extends IssuerCurveDiscountFactors> |
IssuerCurveDiscountFactors.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends IssuerCurveDiscountFactors> |
IssuerCurveDiscountFactors.Meta.builder() |
Modifier and Type | Method and Description |
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void |
DiscountingCapitalIndexedBondPaymentPeriodPricer.explainPresentValue(CapitalIndexedBondPaymentPeriod period,
RatesProvider ratesProvider,
IssuerCurveDiscountFactors issuerDiscountFactors,
ExplainMapBuilder builder)
Explains the present value of a single payment period.
|
void |
DiscountingFixedCouponBondPaymentPeriodPricer.explainPresentValue(FixedCouponBondPaymentPeriod period,
IssuerCurveDiscountFactors discountFactors,
ExplainMapBuilder builder)
Explains the present value of a single fixed coupon payment period.
|
void |
DiscountingFixedCouponBondPaymentPeriodPricer.explainPresentValueWithSpread(FixedCouponBondPaymentPeriod period,
IssuerCurveDiscountFactors discountFactors,
ExplainMapBuilder builder,
double zSpread,
CompoundedRateType compoundedRateType,
int periodsPerYear)
Explains the present value of a single fixed coupon payment period with z-spread.
|
void |
DiscountingCapitalIndexedBondPaymentPeriodPricer.explainPresentValueWithZSpread(CapitalIndexedBondPaymentPeriod period,
RatesProvider ratesProvider,
IssuerCurveDiscountFactors issuerDiscountFactors,
ExplainMapBuilder builder,
double zSpread,
CompoundedRateType compoundedRateType,
int periodsPerYear)
Explains the present value of a single payment period with z-spread.
|
double |
DiscountingFixedCouponBondPaymentPeriodPricer.forecastValue(FixedCouponBondPaymentPeriod period,
IssuerCurveDiscountFactors discountFactors)
Calculates the forecast value of a single fixed coupon payment period.
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PointSensitivityBuilder |
DiscountingFixedCouponBondPaymentPeriodPricer.forecastValueSensitivity(FixedCouponBondPaymentPeriod period,
IssuerCurveDiscountFactors discountFactors)
Calculates the forecast value sensitivity of a single fixed coupon payment period.
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double |
DiscountingCapitalIndexedBondPaymentPeriodPricer.presentValue(CapitalIndexedBondPaymentPeriod period,
RatesProvider ratesProvider,
IssuerCurveDiscountFactors issuerDiscountFactors)
Calculates the present value of a single payment period.
|
double |
DiscountingFixedCouponBondPaymentPeriodPricer.presentValue(FixedCouponBondPaymentPeriod period,
IssuerCurveDiscountFactors discountFactors)
Calculates the present value of a single fixed coupon payment period.
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PointSensitivityBuilder |
DiscountingCapitalIndexedBondPaymentPeriodPricer.presentValueSensitivity(CapitalIndexedBondPaymentPeriod period,
RatesProvider ratesProvider,
IssuerCurveDiscountFactors issuerDiscountFactors)
Calculates the present value sensitivity of a single payment period.
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PointSensitivityBuilder |
DiscountingFixedCouponBondPaymentPeriodPricer.presentValueSensitivity(FixedCouponBondPaymentPeriod period,
IssuerCurveDiscountFactors discountFactors)
Calculates the present value sensitivity of a single fixed coupon payment period.
|
PointSensitivityBuilder |
DiscountingFixedCouponBondPaymentPeriodPricer.presentValueSensitivityWithSpread(FixedCouponBondPaymentPeriod period,
IssuerCurveDiscountFactors discountFactors,
double zSpread,
CompoundedRateType compoundedRateType,
int periodsPerYear)
Calculates the present value sensitivity of a single fixed coupon payment period with z-spread.
|
PointSensitivityBuilder |
DiscountingCapitalIndexedBondPaymentPeriodPricer.presentValueSensitivityWithZSpread(CapitalIndexedBondPaymentPeriod period,
RatesProvider ratesProvider,
IssuerCurveDiscountFactors issuerDiscountFactors,
double zSpread,
CompoundedRateType compoundedRateType,
int periodsPerYear)
Calculates the present value sensitivity of a single payment period with z-spread.
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double |
DiscountingFixedCouponBondPaymentPeriodPricer.presentValueWithSpread(FixedCouponBondPaymentPeriod period,
IssuerCurveDiscountFactors discountFactors,
double zSpread,
CompoundedRateType compoundedRateType,
int periodsPerYear)
Calculates the present value of a single fixed coupon payment period with z-spread.
|
double |
DiscountingCapitalIndexedBondPaymentPeriodPricer.presentValueWithZSpread(CapitalIndexedBondPaymentPeriod period,
RatesProvider ratesProvider,
IssuerCurveDiscountFactors issuerDiscountFactors,
double zSpread,
CompoundedRateType compoundedRateType,
int periodsPerYear)
Calculates the present value of a single payment period with z-spread.
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Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.