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

Packages that use ResolvedFixedCouponBond

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

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

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

Modifier and Type	Method	Description
double	DiscountingFixedCouponBondProductPricer.accruedInterest(ResolvedFixedCouponBond bond, LocalDate settlementDate)	Calculates the accrued interest of the fixed coupon bond with the specified settlement date.
double	DiscountingFixedCouponBondProductPricer.accruedYearFraction(ResolvedFixedCouponBond bond, LocalDate settlementDate)	Calculates the accrued year fraction of the fixed coupon bond with the specified settlement date.
double	DiscountingFixedCouponBondProductPricer.cleanPriceFromDirtyPrice(ResolvedFixedCouponBond bond, LocalDate settlementDate, double dirtyPrice)	Calculates the clean price of the fixed coupon bond from its settlement date and dirty price.
double	DiscountingFixedCouponBondProductPricer.convexityFromYield(ResolvedFixedCouponBond bond, LocalDate settlementDate, double yield)	Calculates the convexity of the fixed coupon bond product from yield.
double	DiscountingFixedCouponBondProductPricer.dirtyPriceFromCleanPrice(ResolvedFixedCouponBond bond, LocalDate settlementDate, double cleanPrice)	Calculates the dirty price of the fixed coupon bond from its settlement date and clean price.
double	DiscountingFixedCouponBondProductPricer.dirtyPriceFromCurves(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider, ReferenceData refData)	Calculates the dirty price of the fixed coupon bond.
double	DiscountingFixedCouponBondProductPricer.dirtyPriceFromCurves(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider, LocalDate settlementDate)	Calculates the dirty price of the fixed coupon bond under the specified settlement date.
double	DiscountingFixedCouponBondProductPricer.dirtyPriceFromCurvesWithZSpread(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear, LocalDate settlementDate)	Calculates the dirty price of the fixed coupon bond under the specified settlement date with z-spread.
double	DiscountingFixedCouponBondProductPricer.dirtyPriceFromCurvesWithZSpread(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider, ReferenceData refData, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the dirty price of the fixed coupon bond with z-spread.
double	DiscountingFixedCouponBondProductPricer.dirtyPriceFromYield(ResolvedFixedCouponBond bond, LocalDate settlementDate, double yield)	Calculates the dirty price of the fixed coupon bond from yield.
ValueDerivatives	DiscountingFixedCouponBondProductPricer.dirtyPriceFromYieldAd(ResolvedFixedCouponBond bond, LocalDate settlementDate, double yield)	Calculates the dirty price of the fixed coupon bond from yield and its derivative wrt to the yield.
PointSensitivityBuilder	DiscountingFixedCouponBondProductPricer.dirtyPriceSensitivity(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider, ReferenceData refData)	Calculates the dirty price sensitivity of the fixed coupon bond product.
PointSensitivityBuilder	DiscountingFixedCouponBondProductPricer.dirtyPriceSensitivityWithZspread(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider, ReferenceData refData, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the dirty price sensitivity of the fixed coupon bond with z-spread.
double	DiscountingFixedCouponBondProductPricer.macaulayDurationFromYield(ResolvedFixedCouponBond bond, LocalDate settlementDate, double yield)	Calculates the Macaulay duration of the fixed coupon bond product from yield.
double	DiscountingFixedCouponBondProductPricer.modifiedDurationFromYield(ResolvedFixedCouponBond bond, LocalDate settlementDate, double yield)	Calculates the modified duration of the fixed coupon bond product from yield.
ValueDerivatives	DiscountingFixedCouponBondProductPricer.modifiedDurationFromYieldAd(ResolvedFixedCouponBond bond, LocalDate settlementDate, double yield)	Calculates the modified duration of the fixed coupon bond product from yield and its derivative wrt to the yield.
CurrencyAmount	DiscountingFixedCouponBondProductPricer.presentValue(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider)	Calculates the present value of the fixed coupon bond product.
PointSensitivityBuilder	DiscountingFixedCouponBondProductPricer.presentValueSensitivity(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider)	Calculates the present value sensitivity of the fixed coupon bond product.
PointSensitivityBuilder	DiscountingFixedCouponBondProductPricer.presentValueSensitivityWithZSpread(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of the fixed coupon bond with z-spread.
CurrencyAmount	DiscountingFixedCouponBondProductPricer.presentValueWithZSpread(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of the fixed coupon bond product with z-spread.
double	DiscountingFixedCouponBondProductPricer.yieldFromDirtyPrice(ResolvedFixedCouponBond bond, LocalDate settlementDate, double dirtyPrice)	Calculates the yield of the fixed coupon bond product from dirty price.
ValueDerivatives	DiscountingFixedCouponBondProductPricer.yieldFromDirtyPriceAd(ResolvedFixedCouponBond bond, LocalDate settlementDate, double dirtyPrice)	Calculates the yield of the fixed coupon bond product from dirty price and its derivative wrt the price.
double	DiscountingFixedCouponBondProductPricer.zSpreadFromCurvesAndDirtyPrice(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider, ReferenceData refData, double dirtyPrice, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the z-spread of the fixed coupon bond from curves and dirty price.

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

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

Modifier and Type	Method	Description
ResolvedFixedCouponBond	ResolvedFixedCouponBond.Builder.build()
ResolvedFixedCouponBond	ResolvedFixedCouponBondTrade.getProduct()	Gets the resolved fixed coupon bond product.
ResolvedFixedCouponBond	ResolvedFixedCouponBondOption.getUnderlying()	Gets the bond underlying the option.
ResolvedFixedCouponBond	FixedCouponBond.resolve(ReferenceData refData)

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

Modifier and Type	Method	Description
Class<? extends ResolvedFixedCouponBond>	ResolvedFixedCouponBond.Meta.beanType()
org.joda.beans.MetaProperty<ImmutableList<ResolvedFixedCouponBond>>	ResolvedBondFuture.Meta.deliveryBasket()	The meta-property for the deliveryBasket property.
ImmutableList<ResolvedFixedCouponBond>	ResolvedBondFuture.getDeliveryBasket()	Gets the basket of deliverable bonds.
org.joda.beans.MetaProperty<ResolvedFixedCouponBond>	ResolvedFixedCouponBondTrade.Meta.product()	The meta-property for the product property.
org.joda.beans.MetaProperty<ResolvedFixedCouponBond>	ResolvedFixedCouponBondOption.Meta.underlying()	The meta-property for the underlying property.

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

Modifier and Type	Method	Description
ResolvedBondFuture.Builder	ResolvedBondFuture.Builder.deliveryBasket(ResolvedFixedCouponBond... deliveryBasket)	Sets the deliveryBasket property in the builder from an array of objects.
ResolvedFixedCouponBondTrade.Builder	ResolvedFixedCouponBondTrade.Builder.product(ResolvedFixedCouponBond product)	Sets the resolved fixed coupon bond product.
ResolvedFixedCouponBondOption.Builder	ResolvedFixedCouponBondOption.Builder.underlying(ResolvedFixedCouponBond underlying)	Sets the bond underlying the option.

Method parameters in com.opengamma.strata.product.bond with type arguments of type ResolvedFixedCouponBond

Modifier and Type	Method	Description
ResolvedBondFuture.Builder	ResolvedBondFuture.Builder.deliveryBasket(List<ResolvedFixedCouponBond> deliveryBasket)	Sets the basket of deliverable bonds.