Class BondResults

Namespace

NanoQL.Instruments

Assembly

NanoQL.dll

The results an engine returns for a bond: the instrument's, and the settlement value.

public record BondResults : InstrumentResults, IEquatable<InstrumentResults>, IEquatable<BondResults>

Inheritance

object

InstrumentResults

BondResults

Implements

IEquatable<InstrumentResults>

IEquatable<BondResults>

Derived

CallableBondResults

CatBondResults

Inherited Members

InstrumentResults.Result<T>(string)

InstrumentResults.NPV

InstrumentResults.ErrorEstimate

InstrumentResults.ValuationDate

InstrumentResults.AdditionalResults

object.GetType()

object.MemberwiseClone()

object.Equals(object, object)

object.ReferenceEquals(object, object)

Remarks

An extension point: the callable bond's results derive from it, as QuantLib's do. The clean and dirty prices and the theoretical yield, which QuantLib's bond computes on demand from the settlement value, are CleanPrice(BondResults, EvaluationContext), DirtyPrice(BondResults, EvaluationContext) and Yield(BondResults, DayCounter, Compounding, Frequency, EvaluationContext, double, int, double, BondPriceType).

Constructors

BondResults()

public BondResults()

BondResults(BondResults)

protected BondResults(BondResults original)

Parameters

original BondResults

Properties

EqualityContract

protected override Type EqualityContract { get; }

Property Value

Type

SettlementValue

Gets the value of the cash flows after the bond's settlement date, at that date; null where QuantLib's engine leaves it unset and its settlementValue() throws "settlement value not provided".

public double? SettlementValue { get; init; }

Property Value

double?

Methods

Equals(InstrumentResults?)

public override sealed bool Equals(InstrumentResults? other)

Parameters

other InstrumentResults

Returns

bool

Equals(BondResults?)

public virtual bool Equals(BondResults? other)

Parameters

other BondResults

Returns

bool

Equals(object?)

public override bool Equals(object? obj)

Parameters

obj object

Returns

bool

GetHashCode()

public override int GetHashCode()

Returns

int

PrintMembers(StringBuilder)

protected override bool PrintMembers(StringBuilder builder)

Parameters

builder StringBuilder

Returns

bool

ToString()

public override string ToString()

Returns

string

Operators

operator ==(BondResults?, BondResults?)

public static bool operator ==(BondResults? left, BondResults? right)

Parameters

left BondResults

right BondResults

Returns

bool

operator !=(BondResults?, BondResults?)

public static bool operator !=(BondResults? left, BondResults? right)

Parameters

left BondResults

right BondResults

Returns

bool