public static double basisPointValue(Bond bond, InterestRate yield, Date settlementDate = null)
{
if (settlementDate == null)
{
settlementDate = bond.settlementDate();
}
Utils.QL_REQUIRE(BondFunctions.isTradable(bond, settlementDate), () =>
"non tradable at " + settlementDate +
" (maturity being " + bond.maturityDate() + ")");
return(CashFlows.basisPointValue(bond.cashflows(), yield,
false, settlementDate));
}
public static double basisPointValue(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency,
Date settlementDate = null)
{
return(CashFlows.basisPointValue(bond.cashflows(), new InterestRate(yield, dayCounter, compounding, frequency), false, settlementDate));
}