Examples of modifiedDurationFromYield()


Examples of com.opengamma.analytics.financial.interestrate.bond.provider.BondSecurityDiscountingMethod.modifiedDurationFromYield()

  @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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