Class FixedCouponBondTradeCalculations

  • public class FixedCouponBondTradeCalculations
    extends Object
    Calculates pricing and risk measures for forward rate agreement (fixed coupon bond) trades.

    This provides a high-level entry point for fixed coupon bond pricing and risk measures.

    Each method takes a ResolvedFixedCouponBondTrade, whereas application code will typically work with FixedCouponBondTrade. Call FixedCouponBondTrade::resolve(ReferenceData) to convert FixedCouponBondTrade to ResolvedFixedCouponBondTrade.


    Strata uses decimal prices for bonds in the trade model, pricers and market data. For example, a price of 99.32% is represented in Strata by 0.9932.