Public Instance Constructors
 DurationConvexity Constructor | Initializes a new instance of the DurationConvexity class. |
Public Instance Methods
| BondPriceChange | Estimates the percentage change of the bond portfolio's value for a given (absolute) change of the yield. |
| Convexity | Evaluates the convexity of a bond. |
| ConvexityWithExplicitTime | Evaluates the convexity of a bond. |
| Duration | Overloaded. Evaluates the duration of a bond with a continuous interest yield where the cash flows (or payments) made in terms of amount and time of payment are known. |
| DurationHedgeRatio | Evaluates the duration-hedge ratio of an interest rate dependent asset such as a bond portfolio or a money market security. |
| DurationOfPortfolio | Calculates the duration of a portfolio of bonds when the duration and weight of each bond within the portfolio is known. |
| DurationOfPortfolioValue | Calculates the duration of a bond portfolio when the duration and value of each bond within the portfolio is known. |
| DurationWithExplicitTime | Evaluates the duration of a bond with a continuous interest yield where the cash flows (or payments) made in terms of amount and time of payment are known. |
| Equals (inherited from Object) | Determines whether the specified Object is equal to the current Object. |
| GetHashCode (inherited from Object) | Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table. |
| GetType (inherited from Object) | Gets the Type of the current instance. |
| Mduration | Evaluates the duration of the bond. |
| PercentagePriceChange | Evaluates the percentage change of the bonds price by a small parallel shift of the interest rate curve which the bonds depends on. |
| PercentagePriceChangeOfPortfolio | Evaluates the percentage change in a bond portfolio's value for a small parallel shift of all the interest rate curves which the bonds within the portfolio depend on. |
| PercentagePriceChangeWhenPortfolioDurationKnown | Evaluates the percentage price change in a bond portfolio's value when the (annual) interest rates (expressed in decimal format) experience a small parallel shift. |
| PercentagePriceChangeWithDifferingCompounded | Evaluates the percentage change in a bond portfolios value when interest rates experience a small parallel shift. |
| PriceOfBond | Evaluates the price of a bond via the relationship between its yield and cash flows. |
| PriceOfBondWithExplicitTime | Evaluates the price of a bond via the relationship between its yield and cash flows. |
| ToString (inherited from Object) | Returns a String that represents the current Object. |
| WeightOfBonds | Evaluates the weights of the individual bonds within a bond portfolio and returns the result as an array of weights where the n-th term of the array corresponds to the weight of the n-th member of the portfolio. |
Protected Instance Methods
 Finalize (inherited from Object) | Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection. |
| MemberwiseClone (inherited from Object) | Creates a shallow copy of the current Object. |
See Also
DurationConvexity Class | WebCab.COM.Finance.Bonds Namespace