Examples of BondSecurityDiscountingMethod

Examples of com.opengamma.analytics.financial.interestrate.bond.method.BondSecurityDiscountingMethod

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  @Override
  public Double visitBondFixedSecurity(final BondFixedSecurity bond, final YieldCurveBundle curves) {
    Validate.notNull(curves);
    Validate.notNull(bond);
    final BondSecurityDiscountingMethod method = BondSecurityDiscountingMethod.getInstance();
    return method.dirtyPriceFromCurves(bond, curves);
  }
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Examples of com.opengamma.analytics.financial.interestrate.bond.method.BondSecurityDiscountingMethod

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    return METHOD_IRFUT_SECURITY.presentValueCurveSensitivity(future, curves).getSensitivities();
  }

  @Override
  public Map<String, List<DoublesPair>> visitBondFixedSecurity(final BondFixedSecurity bond, final YieldCurveBundle curves) {
    final BondSecurityDiscountingMethod method = BondSecurityDiscountingMethod.getInstance();
    return method.presentValueCurveSensitivity(bond, curves).getSensitivities();
  }
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Examples of com.opengamma.analytics.financial.interestrate.bond.method.BondSecurityDiscountingMethod

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  @Override
  public Double visitBondFixedSecurity(final BondFixedSecurity bond, final YieldCurveBundle curves) {
    ArgumentChecker.notNull(curves, "curves");
    ArgumentChecker.notNull(bond, "bond");
    final BondSecurityDiscountingMethod method = BondSecurityDiscountingMethod.getInstance();
    return method.presentValue(bond, curves);
  }
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Examples of com.opengamma.analytics.financial.interestrate.bond.method.BondSecurityDiscountingMethod

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  @Override
  public Double visitBondIborSecurity(final BondIborSecurity bond, final YieldCurveBundle curves) {
    ArgumentChecker.notNull(curves, "curves");
    ArgumentChecker.notNull(bond, "bond");
    final BondSecurityDiscountingMethod method = BondSecurityDiscountingMethod.getInstance();
    return method.presentValue(bond, curves);
  }
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Examples of com.opengamma.analytics.financial.interestrate.bond.provider.BondSecurityDiscountingMethod

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  @Override
  public Double visitBondFixedSecurity(final BondFixedSecurity bond, final Double yield) {
    ArgumentChecker.notNull(bond, "bond");
    ArgumentChecker.notNull(yield, "yield");
    final BondSecurityDiscountingMethod method = BondSecurityDiscountingMethod.getInstance();
    return method.modifiedDurationFromYield(bond, yield);
  }
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