Uses of Class
net.finmath.finitedifference.interestrate.products.Bond
Packages that use Bond
Package
Description
Package net.finmath.finitedifference.interestrate.products.
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Uses of Bond in net.finmath.finitedifference.interestrate.products
Methods in net.finmath.finitedifference.interestrate.products that return BondModifier and TypeMethodDescriptionOptionOnBond.getUnderlyingBond()Returns the underlying bond.static BondBond.ofZeroCouponBond(double maturity) Creates a zero-coupon bond with unit notional.static BondBond.ofZeroCouponBond(double maturity, double notional) Creates a zero-coupon bond.Constructors in net.finmath.finitedifference.interestrate.products with parameters of type BondModifierConstructorDescriptionOptionOnBond(Bond underlyingBond, double exerciseDate, double strike, CallOrPut callOrPut) Creates a European option on a deterministic-cashflow bond.