- presentValue
Calculates the present value of the bond future trade. The present value of the
product is the value
- price
Calculates the price of the bond future trade. The price of the trade is the
price on the valuation
- priceWithZSpread
Calculates the price of the bond future trade with z-spread. The price of the
trade is the price on
- currencyExposure
Calculates the currency exposure of the bond future trade. This method
calculates based on the diffe
- currencyExposureWithZSpread
Calculates the currency exposure of the bond future trade with z-spread. The
z-spread is a parallel
- parSpread
Calculates the par spread of the bond future trade. The par spread is defined in
the following way.
- parSpreadSensitivity
Calculates the par spread sensitivity of the bond future trade. The par spread
sensitivity of the tr
- parSpreadSensitivityWithZSpread
Calculates the par spread sensitivity of the bond future trade with z-spread.
The par spread sensit
- presentValueSensitivity
Calculates the present value sensitivity of the bond future trade. The present
value sensitivity of
- presentValueSensitivityWithZSpread
Calculates the present value sensitivity of the bond future trade with z-spread.
The present value
- presentValueWithZSpread
Calculates the present value of the bond future trade with z-spread. The present
value of the produc
- referencePrice
Calculates the reference price for the trade. If the valuation date equals the
trade date, then the