Package org.jquantlib.instruments.bonds

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

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          + " " + floatingRateBond.nextCoupon()
            );
        System.out.println( "Yield           "
          + " " + zeroCouponBond.yield(new Actual360(),Compounding.Compounded, Frequency.Annual)
          + " " + fixedRateBond.yield(new Actual360(),Compounding.Compounded, Frequency.Annual)
          + " " + floatingRateBond.yield(new Actual360(),Compounding.Compounded, Frequency.Annual)
            );

         // Other computations
        System.out.println("Sample indirect computations (for the floating rate bond): " );
        System.out.println( "Yield to Clean Price: " +
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            );

         // Other computations
        System.out.println("Sample indirect computations (for the floating rate bond): " );
        System.out.println( "Yield to Clean Price: " +
            floatingRateBond.cleanPrice(floatingRateBond.yield(new Actual360(),Compounding.Compounded,Frequency.Annual),new Actual360(),Compounding.Compounded,Frequency.Annual,settlementDate)
        );
       
        System.out.println("Clean Price to Yield: " +
         floatingRateBond.yield(floatingRateBond.cleanPrice(),new Actual360(),Compounding.Compounded,Frequency.Annual,settlementDate)
        );
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        System.out.println( "Yield to Clean Price: " +
            floatingRateBond.cleanPrice(floatingRateBond.yield(new Actual360(),Compounding.Compounded,Frequency.Annual),new Actual360(),Compounding.Compounded,Frequency.Annual,settlementDate)
        );
       
        System.out.println("Clean Price to Yield: " +
         floatingRateBond.yield(floatingRateBond.cleanPrice(),new Actual360(),Compounding.Compounded,Frequency.Annual,settlementDate)
        );
       
         /* "Yield to Price"
           "Price to Yield"
         */
 
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