java.lang.Object
- com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

```
public class DiscountingCapitalIndexedBondTradePricer
extends Object
```
Pricer for for capital index bond trades.
This function provides the ability to price a ResolvedCapitalIndexedBondTrade.
Price
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.

Field Summary

Fields
Modifier and Type Field Description

static DiscountingCapitalIndexedBondTradePricer DEFAULT
Default implementation.

Constructor Summary

Constructors
Constructor Description

DiscountingCapitalIndexedBondTradePricer(DiscountingCapitalIndexedBondProductPricer productPricer)
Creates an instance.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`MultiCurrencyAmount`	`currencyExposure(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider)`	Calculates the currency exposure of the bond trade.
`MultiCurrencyAmount`	`currencyExposureFromCleanPrice(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice)`	Calculates the currency exposure of the bond trade.
`MultiCurrencyAmount`	`currencyExposureFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)`	Calculates the currency exposure of the bond trade with z-spread.
`MultiCurrencyAmount`	`currencyExposureWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)`	Calculates the currency exposure of the bond trade with z-spread.
`CurrencyAmount`	`currentCash(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider)`	Calculates the current cash of the bond trade.
`CurrencyAmount`	`netAmount(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider)`	Calculates the net amount of the settlement of the bond trade.
`CurrencyAmount`	`presentValue(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider)`	Calculates the present value of the bond trade.
`CurrencyAmount`	`presentValueFromCleanPrice(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice)`	Calculates the present value of the bond trade from the clean price.
`CurrencyAmount`	`presentValueFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)`	Calculates the present value of the settlement of the bond trade from the clean price with z-spread.
`PointSensitivities`	`presentValueSensitivity(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider)`	Calculates the present value sensitivity of the bond trade.
`PointSensitivities`	`presentValueSensitivityFromCleanPrice(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice)`	Calculates the present value sensitivity of the settlement of the bond trade from the real clean price.
`PointSensitivities`	`presentValueSensitivityFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)`	Calculates the present value sensitivity of the settlement of the bond trade from the real clean price with z-spread.
`PointSensitivities`	`presentValueSensitivityWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)`	Calculates the present value sensitivity of the bond trade with z-spread.
`CurrencyAmount`	`presentValueWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)`	Calculates the present value of the bond trade with z-spread.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

DEFAULT

public static final DiscountingCapitalIndexedBondTradePricer DEFAULT

Default implementation.

Constructor Detail
- DiscountingCapitalIndexedBondTradePricer
```
public DiscountingCapitalIndexedBondTradePricer(DiscountingCapitalIndexedBondProductPricer productPricer)
```
  Creates an instance.
  
  Parameters:
  
  productPricer - pricer for ResolvedCapitalIndexedBond

Method Detail

presentValue
```
public CurrencyAmount presentValue(ResolvedCapitalIndexedBondTrade trade,
                                   RatesProvider ratesProvider,
                                   LegalEntityDiscountingProvider discountingProvider)
```
Calculates the present value of the bond trade.
The present value of the trade is the value on the valuation date. The result is expressed using the payment currency of the bond.
Coupon payments of the underlying product are considered based on the settlement date of the trade.

Parameters:

trade - the trade

ratesProvider - the rates provider, used to determine price index values

discountingProvider - the discount factors provider

Returns:

the present value of the bond trade

presentValueWithZSpread
```
public CurrencyAmount presentValueWithZSpread(ResolvedCapitalIndexedBondTrade trade,
                                              RatesProvider ratesProvider,
                                              LegalEntityDiscountingProvider discountingProvider,
                                              double zSpread,
                                              CompoundedRateType compoundedRateType,
                                              int periodsPerYear)
```
Calculates the present value of the bond trade with z-spread.
The present value of the trade is the value on the valuation date. The result is expressed using the payment currency of the bond.
The z-spread is a parallel shift applied to continuously compounded rates or periodic compounded rates of the discounting curve.
Coupon payments of the underlying product are considered based on the settlement date of the trade.

Parameters:

trade - the trade

ratesProvider - the rates provider, used to determine price index values

discountingProvider - the discount factors provider

zSpread - the z-spread

compoundedRateType - the compounded rate type

periodsPerYear - the number of periods per year

Returns:

the present value of the bond trade

presentValueSensitivity
```
public PointSensitivities presentValueSensitivity(ResolvedCapitalIndexedBondTrade trade,
                                                  RatesProvider ratesProvider,
                                                  LegalEntityDiscountingProvider discountingProvider)
```
Calculates the present value sensitivity of the bond trade.
The present value sensitivity of the trade is the sensitivity of the present value to the underlying curves.
Coupon payments of the underlying product are considered based on the settlement date of the trade.

Parameters:

trade - the trade

ratesProvider - the rates provider, used to determine price index values

discountingProvider - the discount factors provider

Returns:

the present value sensitivity of the bond trade

presentValueSensitivityWithZSpread

public PointSensitivities presentValueSensitivityWithZSpread(ResolvedCapitalIndexedBondTrade trade,
                                                             RatesProvider ratesProvider,
                                                             LegalEntityDiscountingProvider discountingProvider,
                                                             double zSpread,
                                                             CompoundedRateType compoundedRateType,
                                                             int periodsPerYear)

Calculates the present value sensitivity of the bond trade with z-spread.

The present value sensitivity of the trade is the sensitivity of the present value to the underlying curves.

Coupon payments of the underlying product are considered based on the settlement date of the trade.

Parameters:: trade - the trade; ratesProvider - the rates provider, used to determine price index values; discountingProvider - the discount factors provider; zSpread - the z-spread; compoundedRateType - the compounded rate type; periodsPerYear - the number of periods per year
Returns:: the present value sensitivity of the bond trade

presentValueFromCleanPrice

public CurrencyAmount presentValueFromCleanPrice(ResolvedCapitalIndexedBondTrade trade,
                                                 RatesProvider ratesProvider,
                                                 LegalEntityDiscountingProvider discountingProvider,
                                                 ReferenceData refData,
                                                 double cleanRealPrice)

Calculates the present value of the bond trade from the clean price.

Since the sign of the settlement notional is opposite to that of the product, negative amount will be returned for positive quantity of trade.

Parameters:: trade - the trade; ratesProvider - the rates provider, used to determine price index values; refData - the reference data used to calculate the settlement date; discountingProvider - the discount factors provider; cleanRealPrice - the clean real price
Returns:: the present value of the settlement

presentValueFromCleanPriceWithZSpread

public CurrencyAmount presentValueFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade trade,
                                                            RatesProvider ratesProvider,
                                                            LegalEntityDiscountingProvider discountingProvider,
                                                            ReferenceData refData,
                                                            double cleanRealPrice,
                                                            double zSpread,
                                                            CompoundedRateType compoundedRateType,
                                                            int periodsPerYear)

Calculates the present value of the settlement of the bond trade from the clean price with z-spread.

Since the sign of the settlement notional is opposite to that of the product, negative amount will be returned for positive quantity of trade.

The z-spread is a parallel shift applied to continuously compounded rates or periodic compounded rates of the discounting curve.

Parameters:: trade - the trade; ratesProvider - the rates provider, used to determine price index values; discountingProvider - the discount factors provider; refData - the reference data used to calculate the settlement date; zSpread - the z-spread; compoundedRateType - the compounded rate type; periodsPerYear - the number of periods per year; cleanRealPrice - the clean real price
Returns:: the present value of the settlement

presentValueSensitivityFromCleanPrice

public PointSensitivities presentValueSensitivityFromCleanPrice(ResolvedCapitalIndexedBondTrade trade,
                                                                RatesProvider ratesProvider,
                                                                LegalEntityDiscountingProvider discountingProvider,
                                                                ReferenceData refData,
                                                                double cleanRealPrice)

Calculates the present value sensitivity of the settlement of the bond trade from the real clean price.

The present value sensitivity of the settlement is the sensitivity of the present value to the underlying curves.

Parameters:: trade - the trade; ratesProvider - the rates provider, used to determine price index values; refData - the reference data used to calculate the settlement date; discountingProvider - the discount factors provider; cleanRealPrice - the clean real price
Returns:: the present value sensitivity of the settlement

presentValueSensitivityFromCleanPriceWithZSpread

public PointSensitivities presentValueSensitivityFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade trade,
                                                                           RatesProvider ratesProvider,
                                                                           LegalEntityDiscountingProvider discountingProvider,
                                                                           ReferenceData refData,
                                                                           double cleanRealPrice,
                                                                           double zSpread,
                                                                           CompoundedRateType compoundedRateType,
                                                                           int periodsPerYear)

Calculates the present value sensitivity of the settlement of the bond trade from the real clean price with z-spread.

The present value sensitivity of the settlement is the sensitivity of the present value to the underlying curves.

Parameters:: trade - the trade; ratesProvider - the rates provider, used to determine price index values; refData - the reference data used to calculate the settlement date; discountingProvider - the discount factors provider; zSpread - the z-spread; compoundedRateType - the compounded rate type; periodsPerYear - the number of periods per year; cleanRealPrice - the clean real price
Returns:: the present value sensitivity of the settlement

currencyExposureFromCleanPrice

public MultiCurrencyAmount currencyExposureFromCleanPrice(ResolvedCapitalIndexedBondTrade trade,
                                                          RatesProvider ratesProvider,
                                                          LegalEntityDiscountingProvider discountingProvider,
                                                          ReferenceData refData,
                                                          double cleanRealPrice)

Calculates the currency exposure of the bond trade.

Parameters:: trade - the trade; ratesProvider - the rates provider, used to determine price index values; discountingProvider - the discount factors provider; refData - the reference data used to calculate the settlement date; cleanRealPrice - the clean real price
Returns:: the currency exposure of the trade

currencyExposure

public MultiCurrencyAmount currencyExposure(ResolvedCapitalIndexedBondTrade trade,
                                            RatesProvider ratesProvider,
                                            LegalEntityDiscountingProvider discountingProvider)

Calculates the currency exposure of the bond trade.

Parameters:: trade - the trade; ratesProvider - the rates provider, used to determine price index values; discountingProvider - the discount factors provider
Returns:: the currency exposure of the trade

currencyExposureFromCleanPriceWithZSpread

public MultiCurrencyAmount currencyExposureFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade trade,
                                                                     RatesProvider ratesProvider,
                                                                     LegalEntityDiscountingProvider discountingProvider,
                                                                     ReferenceData refData,
                                                                     double cleanRealPrice,
                                                                     double zSpread,
                                                                     CompoundedRateType compoundedRateType,
                                                                     int periodsPerYear)

Calculates the currency exposure of the bond trade with z-spread.

Parameters:: trade - the trade; ratesProvider - the rates provider, used to determine price index values; discountingProvider - the discount factors provider; refData - the reference data used to calculate the settlement date; zSpread - the z-spread; compoundedRateType - the compounded rate type; periodsPerYear - the number of periods per year; cleanRealPrice - the clean real price
Returns:: the currency exposure of the trade

currencyExposureWithZSpread

public MultiCurrencyAmount currencyExposureWithZSpread(ResolvedCapitalIndexedBondTrade trade,
                                                       RatesProvider ratesProvider,
                                                       LegalEntityDiscountingProvider discountingProvider,
                                                       double zSpread,
                                                       CompoundedRateType compoundedRateType,
                                                       int periodsPerYear)

Calculates the currency exposure of the bond trade with z-spread.

Parameters:: trade - the trade; ratesProvider - the rates provider, used to determine price index values; discountingProvider - the discount factors provider; zSpread - the z-spread; compoundedRateType - the compounded rate type; periodsPerYear - the number of periods per year
Returns:: the currency exposure of the trade

currentCash

public CurrencyAmount currentCash(ResolvedCapitalIndexedBondTrade trade,
                                  RatesProvider ratesProvider)

Calculates the current cash of the bond trade.

Parameters:: trade - the trade; ratesProvider - the rates provider, used to determine price index values
Returns:: the current cash

netAmount
```
public CurrencyAmount netAmount(ResolvedCapitalIndexedBondTrade trade,
                                RatesProvider ratesProvider)
```
Calculates the net amount of the settlement of the bond trade.
Since the sign of the settlement notional is opposite to that of the product, negative amount will be returned for positive quantity of trade.

Parameters:

trade - the trade

ratesProvider - the rates provider, used to determine price index values

Returns:

the net amount

Class DiscountingCapitalIndexedBondTradePricer

Price

Field Summary

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Field Detail

DEFAULT

Constructor Detail

DiscountingCapitalIndexedBondTradePricer