finMath lib documentation

# Package net.finmath.marketdata.model.bond

• Class Summary
Class Description
Bond
Implements the valuation of a bond (zero-coupon, fixed coupon or floating coupon) with unit notional of 1 using curves: a forward curve, if the bond has floating rate coupons a discount curve as a base curve for discounting a survival probability curve for additional credit risk related discount factor a basis factor curve for additional bond related discount factor Support for day counting is provided via the class implementing ScheduleInterface.
BondCurve
Implements the bond curve as a curve object, see CurveInterface.
• Enum Summary
Enum Description
BondCurve.Type
Possible curve types, where the first term stands for the reference discount curve and the second term stands for the spread curve.