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| Real | conversionRatio () const | 
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| const DividendSchedule & | dividends () const | 
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| const CallabilitySchedule & | callability () const | 
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| const Handle< Quote > & | creditSpread () const | 
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|  | Bond (Natural settlementDays, const Calendar &calendar, const Date &issueDate=Date(), const Leg &coupons=Leg()) | 
|  | constructor for amortizing or non-amortizing bonds.  More... 
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|  | Bond (Natural settlementDays, const Calendar &calendar, Real faceAmount, const Date &maturityDate, const Date &issueDate=Date(), const Leg &cashflows=Leg()) | 
|  | old constructor for non amortizing bonds.  More... 
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| virtual Rate | nextCouponRate (Date d=Date()) const | 
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| Rate | previousCouponRate (Date d=Date()) const | 
|  | Previous coupon already paid at a given date.  More... 
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| Date | nextCashFlowDate (Date d=Date()) const | 
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| Date | previousCashFlowDate (Date d=Date()) const | 
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| bool | isExpired () const | 
|  | returns whether the instrument might have value greater than zero. 
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| Natural | settlementDays () const | 
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| const Calendar & | calendar () const | 
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| const std::vector< Real > & | notionals () const | 
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| virtual Real | notional (Date d=Date()) const | 
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| const Leg & | cashflows () const | 
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| const Leg & | redemptions () const | 
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| const boost::shared_ptr< CashFlow > & | redemption () const | 
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| Date | startDate () const | 
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| Date | maturityDate () const | 
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| Date | issueDate () const | 
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| bool | isTradable (Date d=Date()) const | 
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| Date | settlementDate (Date d=Date()) const | 
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| Real | cleanPrice () const | 
|  | theoretical clean price  More... 
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| Real | dirtyPrice () const | 
|  | theoretical dirty price  More... 
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| Real | settlementValue () const | 
|  | theoretical settlement value  More... 
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| Rate | yield (const DayCounter &dc, Compounding comp, Frequency freq, Real accuracy=1.0e-8, Size maxEvaluations=100) const | 
|  | theoretical bond yield  More... 
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| Real | cleanPrice (Rate yield, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const | 
|  | clean price given a yield and settlement date  More... 
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| Real | dirtyPrice (Rate yield, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const | 
|  | dirty price given a yield and settlement date  More... 
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| Real | settlementValue (Real cleanPrice) const | 
|  | settlement value as a function of the clean price  More... 
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| Rate | yield (Real cleanPrice, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date(), Real accuracy=1.0e-8, Size maxEvaluations=100) const | 
|  | yield given a (clean) price and settlement date  More... 
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| virtual Real | accruedAmount (Date d=Date()) const | 
|  | accrued amount at a given date  More... 
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| Real | NPV () const | 
|  | returns the net present value of the instrument. 
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| Real | errorEstimate () const | 
|  | returns the error estimate on the NPV when available. 
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| const Date & | valuationDate () const | 
|  | returns the date the net present value refers to. 
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| template<typename T > | 
| T | result (const std::string &tag) const | 
|  | returns any additional result returned by the pricing engine. 
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| const std::map< std::string, boost::any > & | additionalResults () const | 
|  | returns all additional result returned by the pricing engine. 
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| void | setPricingEngine (const boost::shared_ptr< PricingEngine > &) | 
|  | set the pricing engine to be used.  More... 
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| void | update () | 
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| void | recalculate () | 
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| void | freeze () | 
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| void | unfreeze () | 
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| void | alwaysForwardNotifications () | 
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|  | Observable (const Observable &) | 
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| Observable & | operator= (const Observable &) | 
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| void | notifyObservers () | 
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|  | Observer (const Observer &) | 
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| Observer & | operator= (const Observer &) | 
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| std::pair< iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) | 
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| void | registerWithObservables (const boost::shared_ptr< Observer > &) | 
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| Size | unregisterWith (const boost::shared_ptr< Observable > &) | 
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| void | unregisterWithAll () | 
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| virtual void | deepUpdate () | 
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base class for convertible bonds