Uses of Class
com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Packages that use ResolvedCapitalIndexedBond

Package	Description
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.product.bond	Entity objects describing bonds.

Uses of ResolvedCapitalIndexedBond in com.opengamma.strata.pricer.bond

Methods in com.opengamma.strata.pricer.bond with parameters of type ResolvedCapitalIndexedBond

Modifier and Type	Method	Description
double	DiscountingCapitalIndexedBondProductPricer.cleanNominalPriceFromDirtyNominalPrice(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate, double dirtyPrice)	Calculates the clean nominal price of the bond from its settlement date and dirty nominal price.
double	DiscountingCapitalIndexedBondProductPricer.cleanPriceFromRealYield(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate, double yield)	Computes the clean price from the conventional real yield.
double	DiscountingCapitalIndexedBondProductPricer.cleanRealPriceFromDirtyRealPrice(ResolvedCapitalIndexedBond bond, LocalDate settlementDate, double dirtyPrice)	Calculates the clean real price of the bond from its settlement date and dirty real price.
double	DiscountingCapitalIndexedBondProductPricer.convexityFromRealYieldFiniteDifference(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate, double yield)	Calculates the convexity from the conventional real yield using finite difference approximation.
double	DiscountingCapitalIndexedBondProductPricer.convexityFromStandardYield(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate, double yield)	Computes the covexity from the standard yield.
MultiCurrencyAmount	DiscountingCapitalIndexedBondProductPricer.currencyExposure(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, LocalDate referenceDate)	Calculates the currency exposure of the bond product.
MultiCurrencyAmount	DiscountingCapitalIndexedBondProductPricer.currencyExposureWithZSpread(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, LocalDate referenceDate, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the currency exposure of the bond product with z-spread.
CurrencyAmount	DiscountingCapitalIndexedBondProductPricer.currentCash(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate)	Calculates the current cash of the bond product.
double	DiscountingCapitalIndexedBondProductPricer.dirtyNominalPriceFromCleanNominalPrice(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate, double cleanPrice)	Calculates the dirty nominal price of the bond from its settlement date and clean nominal price.
double	DiscountingCapitalIndexedBondProductPricer.dirtyNominalPriceFromCurves(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData)	Calculates the dirty price of the bond security.
double	DiscountingCapitalIndexedBondProductPricer.dirtyNominalPriceFromCurvesWithZSpread(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the dirty price of the bond security with z-spread.
PointSensitivityBuilder	DiscountingCapitalIndexedBondProductPricer.dirtyNominalPriceSensitivity(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData)	Calculates the dirty price sensitivity of the bond security.
PointSensitivityBuilder	DiscountingCapitalIndexedBondProductPricer.dirtyNominalPriceSensitivityWithZSpread(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the dirty price sensitivity of the bond security with z-spread.
double	DiscountingCapitalIndexedBondProductPricer.dirtyPriceFromRealYield(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate, double yield)	Computes the dirty price from the conventional real yield.
double	DiscountingCapitalIndexedBondProductPricer.dirtyPriceFromStandardYield(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate, double yield)	Computes the dirty price from the standard yield.
double	DiscountingCapitalIndexedBondProductPricer.dirtyRealPriceFromCleanRealPrice(ResolvedCapitalIndexedBond bond, LocalDate settlementDate, double cleanPrice)	Calculates the dirty real price of the bond from its settlement date and clean real price.
double	DiscountingCapitalIndexedBondProductPricer.modifiedDurationFromRealYieldFiniteDifference(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate, double yield)	Calculates the modified duration from the conventional real yield using finite difference approximation.
double	DiscountingCapitalIndexedBondProductPricer.modifiedDurationFromStandardYield(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate, double yield)	Computes the modified duration from the standard yield.
double	DiscountingCapitalIndexedBondProductPricer.nominalPriceFromRealPrice(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate, double realPrice)	Calculates the nominal price of the bond from its settlement date and real price.
CurrencyAmount	DiscountingCapitalIndexedBondProductPricer.presentValue(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider)	Calculates the present value of the bond.
PointSensitivityBuilder	DiscountingCapitalIndexedBondProductPricer.presentValueSensitivity(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider)	Calculates the present value sensitivity of the bond product.
PointSensitivityBuilder	DiscountingCapitalIndexedBondProductPricer.presentValueSensitivityWithZSpread(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of the bond product with z-spread.
CurrencyAmount	DiscountingCapitalIndexedBondProductPricer.presentValueWithZSpread(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of the bond product with z-spread.
double	DiscountingCapitalIndexedBondProductPricer.realPriceFromNominalPrice(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate, double nominalPrice)	Calculates the real price of the bond from its settlement date and nominal price.
double	DiscountingCapitalIndexedBondProductPricer.realYieldFromCurves(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData)	Computes the conventional real yield from the curves.
double	DiscountingCapitalIndexedBondProductPricer.realYieldFromDirtyPrice(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate, double dirtyPrice)	Computes the conventional real yield from the dirty price.
double	DiscountingCapitalIndexedBondProductPricer.zSpreadFromCurvesAndCleanPrice(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanPrice, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the z-spread of the bond from curves and clean price.
double	DiscountingCapitalIndexedBondProductPricer.zSpreadFromCurvesAndPv(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, CurrencyAmount presentValue, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the z-spread of the bond from curves and present value.

Uses of ResolvedCapitalIndexedBond in com.opengamma.strata.product.bond

Methods in com.opengamma.strata.product.bond that return ResolvedCapitalIndexedBond

Modifier and Type	Method	Description
ResolvedCapitalIndexedBond	ResolvedCapitalIndexedBond.Builder.build()
ResolvedCapitalIndexedBond	ResolvedCapitalIndexedBondTrade.getProduct()	Gets the resolved capital indexed bond product.
ResolvedCapitalIndexedBond	CapitalIndexedBond.resolve(ReferenceData refData)

Methods in com.opengamma.strata.product.bond that return types with arguments of type ResolvedCapitalIndexedBond

Modifier and Type	Method	Description
Class<? extends ResolvedCapitalIndexedBond>	ResolvedCapitalIndexedBond.Meta.beanType()
org.joda.beans.MetaProperty<ResolvedCapitalIndexedBond>	ResolvedCapitalIndexedBondTrade.Meta.product()	The meta-property for the product property.

Methods in com.opengamma.strata.product.bond with parameters of type ResolvedCapitalIndexedBond

Modifier and Type	Method	Description
ResolvedCapitalIndexedBondTrade.Builder	ResolvedCapitalIndexedBondTrade.Builder.product(ResolvedCapitalIndexedBond product)	Sets the resolved capital indexed bond product.