- presentValue
Calculates the present value of the fixed coupon bond trade. The present value
of the trade is the v
- presentValueWithZSpread
Calculates the present value of the fixed coupon bond trade with z-spread. The
present value of the
- upfrontPayment
Calculates the payment that was made for the trade. This is the payment that was
made on the settlem
- currencyExposure
Calculates the currency exposure of the fixed coupon bond trade.
- currencyExposureWithZSpread
Calculates the currency exposure of the fixed coupon bond trade with z-spread.
- currentCash
Calculates the current cash of the fixed coupon bond trade.
- presentValueFromCleanPrice
Calculates the present value of the fixed coupon bond trade from the clean price
of the underlying p
- presentValueFromCleanPriceWithZSpread
Calculates the present value of the fixed coupon bond trade with z-spread from
the clean price of th
- presentValueFromProductPresentValue
- presentValuePayment
- presentValueSensitivity
Calculates the present value sensitivity of the fixed coupon bond trade. The
present value sensitivi
- presentValueSensitivityFromProductPresentValueSensitivity