- forecastValueStandardFromCleanPrice
- netAmount
Calculates the net amount of the settlement of the bond trade. Since the sign of
the settlement noti
- presentValue
Calculates the present value of the bond trade. The present value of the trade
is the value on the v
- presentValueFromCleanPrice
Calculates the present value of the bond trade from the clean price. Since the
sign of the settlemen
- presentValueFromCleanPriceWithZSpread
Calculates the present value of the settlement of the bond trade from the clean
price with z-spread.
- presentValueWithZSpread
Calculates the present value of the bond trade with z-spread. The present value
of the trade is the
- currencyExposure
Calculates the currency exposure of the bond trade.
- currencyExposureFromCleanPrice
Calculates the currency exposure of the bond trade.
- currencyExposureFromCleanPriceWithZSpread
Calculates the currency exposure of the bond trade with z-spread.
- currencyExposureWithZSpread
Calculates the currency exposure of the bond trade with z-spread.
- currentCash
Calculates the current cash of the bond trade.
- forecastValueSensitivityStandardFromCleanPrice