- accruedInterest
Calculates the accrued interest of the fixed coupon bond with the specified
settlement date.
- cleanPriceFromDirtyPrice
Calculates the clean price of the fixed coupon bond from its settlement date and
dirty price. Strata
- dirtyPriceFromCleanPrice
Calculates the dirty price of the fixed coupon bond from its settlement date and
clean price.
- dirtyPriceFromCurves
Calculates the dirty price of the fixed coupon bond under the specified
settlement date. The fixed c
- dirtyPriceFromCurvesWithZSpread
Calculates the dirty price of the fixed coupon bond with z-spread. The z-spread
is a parallel shift
- dirtyPriceFromYield
Calculates the dirty price of the fixed coupon bond from yield. The yield must
be fractional. The di
- dirtyPriceSensitivityWithZspread
Calculates the dirty price sensitivity of the fixed coupon bond with z-spread.
The dirty price sens
- modifiedDurationFromYield
Calculates the modified duration of the fixed coupon bond product from yield.
The modified duration
- presentValue
- presentValueSensitivity
- presentValueSensitivityWithZSpread
- presentValueWithZSpread