Package org.isda.cdm

Class BondPriceAndYieldModel


  • @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
    • Method Detail

      • 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.
      • getCleanOrDirtyPrice

        public final CleanOrDirtyPrice getCleanOrDirtyPrice()
        Either the clean or dirty price of the bond.
      • 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.
      • getRelativePrice

        public final RelativePrice getRelativePrice()
        Bond price relative to a Benchmark.
      • getYieldToMaturity

        public final java.math.BigDecimal getYieldToMaturity()
        Price specified as a yield to maturity.
      • metaData

        public com.rosetta.model.lib.meta.RosettaMetaData<? extends BondPriceAndYieldModel> metaData()
        Specified by:
        metaData in class com.rosetta.model.lib.RosettaModelObject
      • process

        public void process​(com.rosetta.model.lib.path.RosettaPath path,
                            com.rosetta.model.lib.process.Processor processor)
        Specified by:
        process in class com.rosetta.model.lib.RosettaModelObject
      • equals

        public boolean equals​(java.lang.Object o)
        Overrides:
        equals in class java.lang.Object
      • hashCode

        public int hashCode()
        Overrides:
        hashCode in class java.lang.Object
      • toString

        public java.lang.String toString()
        Overrides:
        toString in class java.lang.Object