Package com.opengamma.analytics.financial.interestrate.bond.method

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

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    return method.presentValueCurveSensitivity(bond, curves).getSensitivities();
  }

  @Override
  public Map<String, List<DoublesPair>> visitBondFixedTransaction(final BondFixedTransaction bond, final YieldCurveBundle curves) {
    final BondTransactionDiscountingMethod method = BondTransactionDiscountingMethod.getInstance();
    return method.presentValueSensitivity(bond, curves).getSensitivities();
  }
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    return method.presentValueSensitivity(bond, curves).getSensitivities();
  }

  @Override
  public Map<String, List<DoublesPair>> visitBondIborTransaction(final BondIborTransaction bond, final YieldCurveBundle curves) {
    final BondTransactionDiscountingMethod method = BondTransactionDiscountingMethod.getInstance();
    return method.presentValueSensitivity(bond, curves).getSensitivities();
  }
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  @Override
  public Double visitBondFixedTransaction(final BondFixedTransaction bond, final YieldCurveBundle curves) {
    ArgumentChecker.notNull(curves, "curves");
    ArgumentChecker.notNull(bond, "bond");
    final BondTransactionDiscountingMethod method = BondTransactionDiscountingMethod.getInstance();
    return method.presentValue(bond, curves);
  }
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  @Override
  public Double visitBondIborTransaction(final BondIborTransaction bond, final YieldCurveBundle curves) {
    ArgumentChecker.notNull(curves, "curves");
    ArgumentChecker.notNull(bond, "bond");
    final BondTransactionDiscountingMethod method = BondTransactionDiscountingMethod.getInstance();
    return method.presentValue(bond, curves);
  }
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Related Classes of com.opengamma.analytics.financial.interestrate.bond.method.BondTransactionDiscountingMethod

  • com.opengamma.analytics.financial.interestrate.bond.definition.BondFixedTransaction
  • com.opengamma.analytics.financial.interestrate.InterestRateCurveSensitivity
  • com.opengamma.analytics.financial.interestrate.payments.derivative.PaymentFixed
  • com.opengamma.analytics.financial.interestrate.PresentValueCalculator
  • com.opengamma.analytics.financial.interestrate.PresentValueCurveSensitivityCalculator
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