public class BondAnalyticsAPI
extends java.lang.Object
BondAnalyticsAPI contains a demo of the bond analytics API Sample. It generates the value and the RV
measures for essentially the same bond (with identical cash flows) constructed in 3 different ways:
- As a fixed rate bond.
- As a floater.
- As a bond constructed from a set of custom coupon and principal flows.
It shows these measures reconcile where they should.