//! dirty price given a yield and settlement date /*! The default bond settlement is used if no date is given. */ public double dirtyPrice(double yield, DayCounter dc, Compounding comp, Frequency freq, Date settlement) { if (settlement == null) { settlement = settlementDate(); } return(Utils.dirtyPriceFromYield(notional(settlement), cashflows_, yield, dc, comp, freq, settlement)); }
public override double value(double yield) { return(dirtyPrice_ - Utils.dirtyPriceFromYield(faceAmount_, cashflows_, yield, dayCounter_, compounding_, frequency_, settlement_)); }