External module "ql/experimental/callablebonds/callablebond"

Index

Classes

Functions

Functions

continuousToConv

continuousToConv(oas: Real, b: Bond, yts: Handle<YieldTermStructure>, dayCounter: DayCounter, compounding: Compounding, frequency: Frequency): Real

- Defined in ql/experimental/callablebonds/callablebond.ts:476
Convert a continuous spread to a conventional spread to a reference yield curve

Parameters
- oas: Real
- b: Bond
- yts: Handle<YieldTermStructure>
- dayCounter: DayCounter
- compounding: Compounding
- frequency: Frequency
Returns Real

convToContinuous

convToContinuous(oas: Real, b: Bond, yts: Handle<YieldTermStructure>, dayCounter: DayCounter, compounding: Compounding, frequency: Frequency): Real

- Defined in ql/experimental/callablebonds/callablebond.ts:506
Convert a conventional spread to a reference yield curve to a continuous spread

Parameters
- oas: Real
- b: Bond
- yts: Handle<YieldTermStructure>
- dayCounter: DayCounter
- compounding: Compounding
- frequency: Frequency
Returns Real