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QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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This is the complete list of members for BondFunctions, including all inherited members.
| accrualDays(const Bond &bond, Date settlementDate=Date()) | BondFunctions | static |
| accrualEndDate(const Bond &bond, Date settlementDate=Date()) | BondFunctions | static |
| accrualPeriod(const Bond &bond, Date settlementDate=Date()) | BondFunctions | static |
| accrualStartDate(const Bond &bond, Date settlementDate=Date()) | BondFunctions | static |
| accruedAmount(const Bond &bond, Date settlementDate=Date()) | BondFunctions | static |
| accruedDays(const Bond &bond, Date settlementDate=Date()) | BondFunctions | static |
| accruedPeriod(const Bond &bond, Date settlementDate=Date()) | BondFunctions | static |
| atmRate(const Bond &bond, const YieldTermStructure &discountCurve, Date settlementDate=Date(), Real cleanPrice=Null< Real >()) | BondFunctions | static |
| basisPointValue(const Bond &bond, const InterestRate &yield, Date settlementDate=Date()) | BondFunctions | static |
| basisPointValue(const Bond &bond, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date()) | BondFunctions | static |
| bps(const Bond &bond, const YieldTermStructure &discountCurve, Date settlementDate=Date()) | BondFunctions | static |
| bps(const Bond &bond, const InterestRate &yield, Date settlementDate=Date()) | BondFunctions | static |
| bps(const Bond &bond, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date()) | BondFunctions | static |
| cleanPrice(const Bond &bond, const YieldTermStructure &discountCurve, Date settlementDate=Date()) | BondFunctions | static |
| cleanPrice(const Bond &bond, const InterestRate &yield, Date settlementDate=Date()) | BondFunctions | static |
| cleanPrice(const Bond &bond, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date()) | BondFunctions | static |
| cleanPrice(const Bond &bond, const ext::shared_ptr< YieldTermStructure > &discount, Spread zSpread, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date()) | BondFunctions | static |
| convexity(const Bond &bond, const InterestRate &yield, Date settlementDate=Date()) | BondFunctions | static |
| convexity(const Bond &bond, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date()) | BondFunctions | static |
| dirtyPrice(const Bond &bond, const InterestRate &yield, Date settlementDate=Date()) | BondFunctions | static |
| dirtyPrice(const Bond &bond, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date()) | BondFunctions | static |
| duration(const Bond &bond, const InterestRate &yield, Duration::Type type=Duration::Modified, Date settlementDate=Date()) | BondFunctions | static |
| duration(const Bond &bond, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Duration::Type type=Duration::Modified, Date settlementDate=Date()) | BondFunctions | static |
| isTradable(const Bond &bond, Date settlementDate=Date()) | BondFunctions | static |
| maturityDate(const Bond &bond) | BondFunctions | static |
| nextCashFlow(const Bond &bond, Date refDate=Date()) | BondFunctions | static |
| nextCashFlowAmount(const Bond &bond, Date refDate=Date()) | BondFunctions | static |
| nextCashFlowDate(const Bond &bond, Date refDate=Date()) | BondFunctions | static |
| nextCouponRate(const Bond &bond, Date settlementDate=Date()) | BondFunctions | static |
| previousCashFlow(const Bond &bond, Date refDate=Date()) | BondFunctions | static |
| previousCashFlowAmount(const Bond &bond, Date refDate=Date()) | BondFunctions | static |
| previousCashFlowDate(const Bond &bond, Date refDate=Date()) | BondFunctions | static |
| previousCouponRate(const Bond &bond, Date settlementDate=Date()) | BondFunctions | static |
| referencePeriodEnd(const Bond &bond, Date settlementDate=Date()) | BondFunctions | static |
| referencePeriodStart(const Bond &bond, Date settlementDate=Date()) | BondFunctions | static |
| startDate(const Bond &bond) | BondFunctions | static |
| yield(const Bond &bond, Real price, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date(), Real accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.05, Bond::Price::Type priceType=Bond::Price::Clean) | BondFunctions | static |
| yield(const Solver &solver, const Bond &bond, Real price, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date(), Real accuracy=1.0e-10, Rate guess=0.05, Bond::Price::Type priceType=Bond::Price::Clean) | BondFunctions | static |
| yieldValueBasisPoint(const Bond &bond, const InterestRate &yield, Date settlementDate=Date()) | BondFunctions | static |
| yieldValueBasisPoint(const Bond &bond, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date()) | BondFunctions | static |
| zSpread(const Bond &bond, Real cleanPrice, const ext::shared_ptr< YieldTermStructure > &, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date(), Real accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.0) | BondFunctions | static |