CurrencyAmount |
DiscountingBillProductPricer.presentValue(ResolvedBill bill,
LegalEntityDiscountingProvider provider) |
Calculates the present value of the bill product.
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PointSensitivities |
DiscountingBillProductPricer.presentValueSensitivity(ResolvedBill bill,
LegalEntityDiscountingProvider provider) |
Calculates the present value sensitivity of the bill product.
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PointSensitivities |
DiscountingBillProductPricer.presentValueSensitivityWithZSpread(ResolvedBill bill,
LegalEntityDiscountingProvider provider,
double zSpread,
CompoundedRateType compoundedRateType,
int periodsPerYear) |
Calculates the present value sensitivity of the bill product with z-spread.
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CurrencyAmount |
DiscountingBillProductPricer.presentValueWithZSpread(ResolvedBill bill,
LegalEntityDiscountingProvider provider,
double zSpread,
CompoundedRateType compoundedRateType,
int periodsPerYear) |
Calculates the present value of a bill product with z-spread.
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double |
DiscountingBillProductPricer.priceFromCurves(ResolvedBill bill,
LegalEntityDiscountingProvider provider,
LocalDate settlementDate) |
Calculates the price for settlement at a given settlement date using curves.
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double |
DiscountingBillProductPricer.priceFromCurvesWithZSpread(ResolvedBill bill,
LegalEntityDiscountingProvider provider,
LocalDate settlementDate,
double zSpread,
CompoundedRateType compoundedRateType,
int periodsPerYear) |
Calculates the price for settlement at a given settlement date using curves with z-spread.
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double |
DiscountingBillProductPricer.yieldFromCurves(ResolvedBill bill,
LegalEntityDiscountingProvider provider,
LocalDate settlementDate) |
Calculates the yield for settlement at a given settlement date using curves.
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double |
DiscountingBillProductPricer.yieldFromCurvesWithZSpread(ResolvedBill bill,
LegalEntityDiscountingProvider provider,
LocalDate settlementDate,
double zSpread,
CompoundedRateType compoundedRateType,
int periodsPerYear) |
Calculates the yield for settlement at a given settlement date using curves with z-spread.
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