#include <bond.h>
Inheritance diagram for bond:
Public Member Functions | |
bond (Date issue, Date maturity, Date firstcoupondate, Real coupon, Frequency freq, Real faceamount, DayCountConvention daycount, yieldCurve yc) | |
Constructor. | |
~bond (void) | |
Destructor. | |
cashflow | getCashflow () |
virtual Real | quotedPrice (Date today) |
virtual Real | fairvalue (Date today) |
virtual Real | yieldToMaturity (Date today) |
virtual Real | duration (Date today) |
virtual Real | convexity (Date today) |
virtual Real | quotedPrice () |
virtual Real | fairvalue () |
virtual Real | yieldToMaturity () |
virtual Real | duration () |
virtual Real | convexity () |
virtual Date | getMaturity () |
virtual Date | getIssue () |
virtual Real | getMaturityInYears () |
virtual Real | getMaturityInYears (Date today) |
virtual Real | getFaceAmount () const |
Protected Attributes | |
Date | _issue |
Date | _maturity |
Date | _firstcoupondate |
Real | _coupon |
Frequency | _freq |
Real | _faceamount |
yieldCurve | _yc |
DayCountConvention | _daycount |
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Constructor.
Definition at line 18 of file bond.cpp. References Real. |
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Destructor.
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Definition at line 251 of file bond.cpp. References _daycount, Date::dayCount(), getCashflow(), cashflow::getCashflows(), cashflow::getDates(), Natural, Real, and yieldToMaturity(). Referenced by inputBond(), and mainbond(). |
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Definition at line 226 of file bond.cpp. References _daycount, Date::dayCount(), getCashflow(), cashflow::getCashflows(), cashflow::getDates(), Natural, Real, and yieldToMaturity(). Referenced by inputBond(), and mainbond(). |
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Reimplemented in convertiblebond. Definition at line 66 of file bond.h. Referenced by riskybond::rho(), treasurybond::rho(), and yieldToMaturity(). |
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Reimplemented in convertiblebond. Definition at line 116 of file bond.cpp. References _coupon, _daycount, _faceamount, _firstcoupondate, _freq, _issue, ACT_360, ACT_365, Annual, Bimonthly, Day30_360, Day30_365, Date::dayOfMonth(), EveryFourthMonth, getCashflow(), cashflow::getCashflows(), cashflow::getDates(), Date::month(), Monthly, Natural, NoFrequency, Once, Quarterly, quotedPrice(), Real, Semiannual, Date::serialNumber(), TN_REAL, and Date::year(). Referenced by inputBond(), mainbond(), riskybond::rho(), and treasurybond::rho(). |
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Definition at line 31 of file bond.cpp. References _coupon, _daycount, _faceamount, _firstcoupondate, _freq, Annual, Date::applyConvention(), Bimonthly, Date::dayCount(), EveryFourthMonth, Following, Integer, Monthly, Natural, NoFrequency, Once, Date::plusMonths(), Quarterly, Real, and Semiannual. Referenced by convexity(), duration(), fairvalue(), riskybond::quotedPrice(), quotedPrice(), and yieldToMaturity(). |
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Definition at line 75 of file bond.h. References _faceamount, and Real. Referenced by convertiblebond::adjustedConversionRatio(), and convertiblebond::fairvalue(). |
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Definition at line 72 of file bond.h. References _issue. |
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Definition at line 74 of file bond.h. References Date::dayCount(), and Real. |
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Definition at line 73 of file bond.h. Referenced by convertiblebond::fairvalue(). |
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Definition at line 65 of file bond.h. Referenced by fairvalue(). |
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Reimplemented in riskybond. Definition at line 200 of file bond.cpp. References _daycount, Date::dayCount(), yieldCurve::discountFactor(), getCashflow(), cashflow::getCashflows(), cashflow::getDates(), Natural, and Real. |
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Definition at line 67 of file bond.h. Referenced by convexity(), and duration(). |
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Definition at line 276 of file bond.cpp. References _daycount, Date::dayCount(), fairvalue(), getCashflow(), cashflow::getCashflows(), cashflow::getDates(), Natural, and Real. Referenced by inputBond(), and mainbond(). |
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Definition at line 35 of file bond.h. Referenced by fairvalue(), and getCashflow(). |
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Definition at line 40 of file bond.h. Referenced by convexity(), duration(), fairvalue(), getCashflow(), quotedPrice(), and yieldToMaturity(). |
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Definition at line 37 of file bond.h. Referenced by fairvalue(), getCashflow(), getFaceAmount(), and operator<<(). |
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Definition at line 34 of file bond.h. Referenced by fairvalue(), and getCashflow(). |
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Definition at line 36 of file bond.h. Referenced by fairvalue(), and getCashflow(). |
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Definition at line 32 of file bond.h. Referenced by convexity(), duration(), fairvalue(), getIssue(), getMaturityInYears(), operator<<(), quotedPrice(), and yieldToMaturity(). |
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Definition at line 33 of file bond.h. Referenced by operator<<(). |
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