| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/bond/ |
| H A D | bondfunctions.cpp | 31 Date BondFunctions::startDate(const Bond& bond) { in startDate()
35 Date BondFunctions::maturityDate(const Bond& bond) { in maturityDate()
39 bool BondFunctions::isTradable(const Bond& bond, in isTradable()
48 BondFunctions::previousCashFlow(const Bond& bond, in previousCashFlow()
256 Real BondFunctions::bps(const Bond& bond, in bps()
271 Rate BondFunctions::atmRate(const Bond& bond, in atmRate()
335 Real BondFunctions::bps(const Bond& bond, in bps()
350 Real BondFunctions::bps(const Bond& bond, in bps()
360 Rate BondFunctions::yield(const Bond& bond, in yield()
377 Time BondFunctions::duration(const Bond& bond, in duration()
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| H A D | bondfunctions.hpp | 54 struct BondFunctions { struct
173 QL_REQUIRE(BondFunctions::isTradable(bond, settlementDate), in yield()
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| /dports/finance/quantlib/QuantLib-1.20/ql/instruments/ |
| H A D | bond.cpp | 153 return BondFunctions::startDate(*this); in startDate()
160 return BondFunctions::maturityDate(*this); in maturityDate()
164 return BondFunctions::isTradable(*this, d); in isTradable()
217 return BondFunctions::yield(*this, price, dc, comp, freq, in yield()
240 return BondFunctions::cleanPrice(*this, y, dc, comp, freq, settlement) in dirtyPrice()
257 return BondFunctions::yield(*this, price, dc, comp, freq, in yield()
267 return BondFunctions::accruedAmount(*this, settlement); in accruedAmount()
271 return BondFunctions::nextCouponRate(*this, settlement); in nextCouponRate()
275 return BondFunctions::previousCouponRate(*this, settlement); in previousCouponRate()
279 return BondFunctions::nextCashFlowDate(*this, settlement); in nextCashFlowDate()
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| /dports/finance/quantlib/QuantLib-1.20/test-suite/ |
| H A D | bonds.cpp | 141 Real price = BondFunctions::cleanPrice(bond, yields[m], in testYield()
146 Rate calculated = BondFunctions::yield(bond, price, in testYield()
155 Real price2 = BondFunctions::cleanPrice(bond, calculated, in testYield()
175 price = BondFunctions::dirtyPrice(bond, yields[m], in testYield()
180 calculated = BondFunctions::yield(bond, price, in testYield()
189 Real price2 = BondFunctions::dirtyPrice(bond, calculated, in testYield()
260 Rate calculated = BondFunctions::atmRate(bond, in testAtmRate()
334 Real price = BondFunctions::cleanPrice(bond, *discountCurve, in testZspread()
339 Spread calculated = BondFunctions::zSpread(bond, price, in testZspread()
433 Real price = BondFunctions::cleanPrice(bond, yields[m], in testTheoretical()
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| H A D | assetswap.cpp | 1356 Real fixedBondCleanPrice1 = BondFunctions::cleanPrice( in testZSpread()
1393 Real fixedBondCleanPrice2 = BondFunctions::cleanPrice( in testZSpread()
1517 Real cmsBondCleanPrice1 = BondFunctions::cleanPrice( in testZSpread()
1557 Real cmsBondCleanPrice2 = BondFunctions::cleanPrice( in testZSpread()
1588 BondFunctions::cleanPrice(*zeroCpnBond1, in testZSpread()
1622 BondFunctions::cleanPrice(*zeroCpnBond2, in testZSpread()
2555 Real fixedBondCleanPrice1 = BondFunctions::cleanPrice( in testZSpreadWithGenericBond()
2742 Real cmsBondCleanPrice1 = BondFunctions::cleanPrice( in testZSpreadWithGenericBond()
2788 Real cmsBondCleanPrice2 = BondFunctions::cleanPrice( in testZSpreadWithGenericBond()
2822 BondFunctions::cleanPrice(*zeroCpnBond1, in testZSpreadWithGenericBond()
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| /dports/finance/quantlib/QuantLib-1.20/ql/instruments/bonds/ |
| H A D | btp.cpp | 166 yields_[i] = BondFunctions::yield( in performCalculations()
172 durations_[i] = BondFunctions::duration( in performCalculations()
192 swapBondYields_[0] = BondFunctions::yield(swapBond, in performCalculations()
198 swapBondDurations_[0] = BondFunctions::duration( in performCalculations()
211 swapBondYields_[i] = BondFunctions::yield(swapBond, in performCalculations()
217 swapBondDurations_[i] = BondFunctions::duration( in performCalculations()
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| /dports/finance/quantlib/QuantLib-1.20/ql/termstructures/yield/ |
| H A D | fittedbonddiscountcurve.cpp | 114 QL_REQUIRE(BondFunctions::isTradable(*bond, bondSettlement), in performCalculations()
162 Rate ytm = BondFunctions::yield(*bond, cleanPrice, in init()
166 Time dur = BondFunctions::duration(*bond, ytm, in init()
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| /dports/finance/quantlib/QuantLib-1.20/Examples/FittedBondCurve/ |
| H A D | FittedBondCurve.cpp | 582 Rate ytm = BondFunctions::yield(b, P, in main()
585 Time dur = BondFunctions::duration(b, ytm, in main()
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| /dports/finance/quantlib/QuantLib-1.20/Docs/pages/ |
| H A D | history.docs | 263 passed to the `BondFunctions::yield` method (thanks to Francois
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