List of dirtyPrice() Examples

Examples of dirtyPrice()

org.jquantlib.instruments.Bond.dirtyPrice()
Dirty price given a yield and settlement date The default bond settlement is used if no date is given. @param yield @param dc @param comp @param freq @param settlementDate @return
org.jquantlib.instruments.bonds.FixedRateBond.dirtyPrice()
org.jquantlib.instruments.bonds.FloatingRateBond.dirtyPrice()
org.jquantlib.instruments.bonds.ZeroCouponBond.dirtyPrice()

Examples of org.jquantlib.instruments.Bond.dirtyPrice()

                    faceAmount, cashflows.last().date(),
                    new Date(1,Month.January,2007), cashflows);


          final double cachedPrice = prices[bondIndex];


          final double price = faceAmount*bond.dirtyPrice(yield.rate(),
                                                       yield.dayCounter(),
                                                       yield.compounding(),
                                                       yield.frequency(),
                                                       today)/100;
          if (Math.abs(price-cachedPrice) > tolerance) {

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Examples of org.jquantlib.instruments.Bond.dirtyPrice()

                    faceAmount, cashflows.last().date(),
                    new Date(1,Month.January,2007), cashflows);


          final double cachedPrice = prices[bondIndex];


          final double price = faceAmount*bond.dirtyPrice(yield.rate(),
                                                       yield.dayCounter(),
                                                       yield.compounding(),
                                                       yield.frequency(),
                                                       today)/100;
          if (Math.abs(price-cachedPrice) > tolerance) {

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Examples of org.jquantlib.instruments.bonds.FixedRateBond.dirtyPrice()

            + "  " + floatingRateBond.cleanPrice()
            );
        
        System.out.println("Dirty price      "
              + " " + zeroCouponBond.dirtyPrice()
              + " " + fixedRateBond.dirtyPrice()
              + " " + floatingRateBond.dirtyPrice()
              );
        
        System.out.println( "Accrued coupon  "
          + " " + zeroCouponBond.accruedAmount()

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Examples of org.jquantlib.instruments.bonds.FloatingRateBond.dirtyPrice()

            );
        
        System.out.println("Dirty price      "
              + " " + zeroCouponBond.dirtyPrice()
              + " " + fixedRateBond.dirtyPrice()
              + " " + floatingRateBond.dirtyPrice()
              );
        
        System.out.println( "Accrued coupon  "
          + " " + zeroCouponBond.accruedAmount()
          + " " + fixedRateBond.accruedAmount()

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Examples of org.jquantlib.instruments.bonds.ZeroCouponBond.dirtyPrice()

            + "  " +fixedRateBond.cleanPrice()
            + "  " + floatingRateBond.cleanPrice()
            );
        
        System.out.println("Dirty price      "
              + " " + zeroCouponBond.dirtyPrice()
              + " " + fixedRateBond.dirtyPrice()
              + " " + floatingRateBond.dirtyPrice()
              );
        
        System.out.println( "Accrued coupon  "

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