Class: Rupee::Bond

Inherits:
Security show all
Defined in:
ext/rupee/bond.c

Class Method Summary collapse

Methods inherited from Security

attr_alias, #initialize

Constructor Details

This class inherits a constructor from Rupee::Security

Class Method Details

.convexity_continuous(times, cflows, rates) ⇒ Object

The bond’s convexity based on the provided set of times (in years), cash flows and discount rates, assuming continuous compounding



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# File 'ext/rupee/bond.c', line 205

static VALUE
convexity_continuous(self, _times, _cflows, _r)
VALUE self, _times, _cflows, _r;

.duration_continuous(times, cflows, rates) ⇒ Object

The bond’s duration based on the provided set of times (in years), cash flows and discount rates, assuming continuous compounding



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# File 'ext/rupee/bond.c', line 229

static VALUE
duration_continuous(self, _times, _cflows, _r)
VALUE self, _times, _cflows, _r;

.macaulay_continuous(times, cflows, price) ⇒ Object

The bond’s Macaulay duration based on the provided set of times (in years), cash flows and price, assuming continuous compounding



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# File 'ext/rupee/bond.c', line 253

static VALUE
macaulay_continuous(self, _times, _cflows, _price)
VALUE self, _times, _cflows, _price;

.price_continuous(times, cflows, rates) ⇒ Object

The bond’s price based on the provided set of times (in years), cash flows and discount rates, assuming continuous compounding



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# File 'ext/rupee/bond.c', line 299

static VALUE
price_continuous(self, _times, _cflows, _r)
VALUE self, _times, _cflows, _r;

.yield_to_maturity_continuous(times, cflows, rates) ⇒ Object

The bond’s yield to maturity based on the provided set of times (in years), cash flows and price, assuming continuous compounding



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# File 'ext/rupee/bond.c', line 324

static VALUE
yield_to_maturity_continuous(self, _times, _cflows, _price)
VALUE self, _times, _cflows, _price;

.convexity_discrete(times, cflows, rates) ⇒ Object

The bond’s convexity based on the provided set of times (in years), cash flows and discount rates, assuming discrete compounding



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# File 'ext/rupee/bond.c', line 217

static VALUE
convexity_discrete(self, _times, _cflows, _r)
VALUE self, _times, _cflows, _r;

.duration_discrete(times, cflows, rates) ⇒ Object

The bond’s duration based on the provided set of times (in years), cash flows and discount rates, assuming discrete compounding



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# File 'ext/rupee/bond.c', line 241

static VALUE
duration_discrete(self, _times, _cflows, _r)
VALUE self, _times, _cflows, _r;

.macaulay_discrete(times, cflows, price) ⇒ Object

The bond’s Macaulay duration based on the provided set of times (in years), cash flows and price, assuming discrete compounding



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# File 'ext/rupee/bond.c', line 265

static VALUE
macaulay_discrete(self, _times, _cflows, _price)
VALUE self, _times, _cflows, _price;

.modified_discrete(times, cflows, price) ⇒ Object

The bond’s duration based on the provided set of times (in years), cash flows and price, assuming discrete compounding



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# File 'ext/rupee/bond.c', line 277

static VALUE
modified_discrete(self, _times, _cflows, _price)
VALUE self, _times, _cflows, _price;

.price_discrete(times, cflows, rates) ⇒ Object

The bond’s price based on the provided set of times (in years), cash flows and discount rates, assuming discrete compounding



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# File 'ext/rupee/bond.c', line 311

static VALUE
price_discrete(self, _times, _cflows, _r)
VALUE self, _times, _cflows, _r;

.yield_to_maturity_discrete(times, cflows, rates) ⇒ Object

The bond’s yield to maturity based on the provided set of times (in years), cash flows and price, assuming discrete compounding



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# File 'ext/rupee/bond.c', line 336

static VALUE
yield_to_maturity_discrete(self, _times, _cflows, _price)
VALUE self, _times, _cflows, _price;