Package org.isda.cdm
Class BondPriceAndYieldModel
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.BondPriceAndYieldModel
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@RosettaClass public class BondPriceAndYieldModel extends com.rosetta.model.lib.RosettaModelObject
Bond price and yield valuation model for the security leg in a securities financing transaction, closely modelled onto the BondPriceAndYield.model in FpML.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
BondPriceAndYieldModel.BondPriceAndYieldModelBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static BondPriceAndYieldModel.BondPriceAndYieldModelBuilder
builder()
boolean
equals(java.lang.Object o)
java.math.BigDecimal
getAllInPrice()
Bond all-in-price which is a price that includes all relevant price adjustments (i.e.CleanOrDirtyPrice
getCleanOrDirtyPrice()
Either the clean or dirty price of the bond.java.math.BigDecimal
getInflationFactor()
The inflation factor is specified for inflation-linked products which require some additional elements to calculate prices correctly.RelativePrice
getRelativePrice()
Bond price relative to a Benchmark.java.math.BigDecimal
getYieldToMaturity()
Price specified as a yield to maturity.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends BondPriceAndYieldModel>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
BondPriceAndYieldModel.BondPriceAndYieldModelBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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getAllInPrice
public final java.math.BigDecimal getAllInPrice()
Bond all-in-price which is a price that includes all relevant price adjustments (i.e. accrued interest, haircut or margin ratio, inflation factor,etc.). It expresses a price in terms of percentage of nominal amount.
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getCleanOrDirtyPrice
public final CleanOrDirtyPrice getCleanOrDirtyPrice()
Either the clean or dirty price of the bond.
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getInflationFactor
public final java.math.BigDecimal getInflationFactor()
The inflation factor is specified for inflation-linked products which require some additional elements to calculate prices correctly.
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getRelativePrice
public final RelativePrice getRelativePrice()
Bond price relative to a Benchmark.
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getYieldToMaturity
public final java.math.BigDecimal getYieldToMaturity()
Price specified as a yield to maturity.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends BondPriceAndYieldModel> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public BondPriceAndYieldModel.BondPriceAndYieldModelBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static BondPriceAndYieldModel.BondPriceAndYieldModelBuilder builder()
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process
public void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
- Specified by:
process
in classcom.rosetta.model.lib.RosettaModelObject
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equals
public boolean equals(java.lang.Object o)
- Overrides:
equals
in classjava.lang.Object
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hashCode
public int hashCode()
- Overrides:
hashCode
in classjava.lang.Object
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toString
public java.lang.String toString()
- Overrides:
toString
in classjava.lang.Object
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