ForwardBondYieldPrice(Bond, JulianDate, JulianDate, CurveSurfaceQuoteContainer, double) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
ForwardBondZSpreadPrice(Bond, JulianDate, JulianDate, CurveSurfaceQuoteContainer, double) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
ForwardBondOASPrice(Bond, JulianDate, JulianDate, CurveSurfaceQuoteContainer, double) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
ForwardBondCreditPrice(Bond, JulianDate, JulianDate, CurveSurfaceQuoteContainer, double) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
ForwardBondZSpreadPrice(Bond, ValuationParams, ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
ForwardBondOASPrice(Bond, ValuationParams, ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
ForwardBondCreditPrice(Bond, ValuationParams, ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 2 | 2 | 4 | 4 | 1 | 1 |
ForwardBondYieldPrice(Bond, ValuationParams, ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 75% | | 50% | 1 | 2 | 1 | 3 | 0 | 1 |
FuturesHelper() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |