- cleanNominalPriceFromDirtyNominalPrice
Calculates the clean nominal price of the bond from its settlement date and
dirty nominal price.
- cleanPriceFromRealYield
Computes the clean price from the conventional real yield. The resulting clean
price is real price o
- cleanRealPriceFromDirtyRealPrice
Calculates the clean real price of the bond from its settlement date and dirty
real price.
- currentCash
Calculates the current cash of the bond product.
- dirtyNominalPriceFromCurves
- dirtyNominalPriceFromCurvesWithZSpread
- dirtyNominalPriceSensitivity
- dirtyNominalPriceSensitivityWithZSpread
- dirtyPriceFromRealYield
Computes the dirty price from the conventional real yield. The resulting dirty
price is real price o
- dirtyRealPriceFromCleanRealPrice
Calculates the dirty real price of the bond from its settlement date and clean
real price.
- getPeriodPricer
Obtains the period pricer.
- presentValue