FISA.NET
Preferred
Definition
Namespace: com.ftlabs.fisa.calc
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
C#
public class PreferredFixedInterestRateCalculator : PreferredCalculatorVB
Public Class PreferredFixedInterestRateCalculator
Inherits PreferredCalculator- Inheritance
- Object DelegatingCalculator PreferredCalculator PreferredFixedInterestRateCalculator
Constructors
| PreferredFixedInterestRateCalculator | Initializes a new instance of the PreferredFixedInterestRateCalculator class |
| PreferredFixedInterestRateCalculator(FISADate, FISADate, Redemption, Double, Double, Int32, DayCountBasis, Boolean, FISADate, FISADate, FISADate, HolidaySchedule) | Initializes a new instance of the PreferredFixedInterestRateCalculator class |
Methods
| calculateAccruedDividend |
Calculates the accrued dividend.
(Inherited from PreferredCalculator) |
| calculateAccruedIncome |
Calculates the accrued interest income to Redemption.
(Inherited from DelegatingCalculator) |
| calculateAccruedIncome(FISADate) |
Calculates the accrued interest income to the supplied salesDate.
(Inherited from DelegatingCalculator) |
| calculateAccruedInterest |
Always returns 0.0 for Preferred securites. If you need the accrued dividend
please use calculateAccruedDividend.
(Overrides DelegatingCalculatorcalculateAccruedInterest) |
| calculateAnnualDividend |
Calculates the annual dividend.
(Inherited from PreferredCalculator) |
| calculateConvexity | Calculate the actual convexity. (Inherited from DelegatingCalculator) |
| calculateCurrentYield | Calculate current yield for the given price. (Inherited from DelegatingCalculator) |
| calculateEstimatedConvexity |
Calculate an estimated convexity.
(Inherited from DelegatingCalculator) |
| calculateEstimatedMacaulayDuration |
Calculate an estimated Macaulay duration.
(Inherited from DelegatingCalculator) |
| calculateEstimatedModifiedDuration(Double, Double) |
Calculate the estimated modified duration.
(Inherited from DelegatingCalculator) |
| calculateEstimatedModifiedDuration(Double, Double, Double) |
Calculate an estimated modified duration.
(Inherited from DelegatingCalculator) |
| calculateInterestOnInterest |
Calculate the interest earned on reinvested interest cashflows using the
provided reinvestmentYield.
(Inherited from DelegatingCalculator) |
| calculateMacaulayDuration |
Calculate the actual Macaulay duration.
(Inherited from DelegatingCalculator) |
| calculateModifiedDuration(Double) |
Calculate the actual modified duration. If Macaulay Duration has already
been or will be calculated, then it is more efficient to use the overloaded
calculateModifiedDuration method that accepts the Macaulay Duration.
(Inherited from DelegatingCalculator) |
| calculateModifiedDuration(Double, Double) |
Calculate the actual modified duration using an already calculated
Macaulay Duration.
(Inherited from DelegatingCalculator) |
| calculatePeriodicYield |
Calculate a periodic discounted cash flow yield for use with
convexity/duration methods.
(Inherited from DelegatingCalculator) |
| calculatePrice | Calculate price for the given yield. (Inherited from DelegatingCalculator) |
| calculatePriceValue1BP |
Calculate the average price value obtained by varying the yield up and
down one basis point.
(Inherited from DelegatingCalculator) |
| calculateStripPrice |
Calculates the strip price given the calculated "dirty" price.
(Inherited from PreferredCalculator) |
| calculateStripYield |
Calculates the strip yield given the calculated "dirty" price.
(Inherited from PreferredCalculator) |
| calculateTotalInterestFlows |
A convenience method to total all interest cashflows between the
settlement to redemption period.
(Inherited from DelegatingCalculator) |
| calculateTrueYield |
Calculate a True Yield, using adjusting cashflows that
fall on business days.
(Inherited from DelegatingCalculator) |
| calculateYield | Calculate yield for the given price. (Inherited from DelegatingCalculator) |
| calculateYieldValue1_32 |
Calculate the average yield value obtained by varying the price up and
down 1/32.
(Inherited from DelegatingCalculator) |
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
| Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) |
| getCashFlowCount |
Get the number of cashflows within the bounding settlement to
Redemption period.
(Inherited from DelegatingCalculator) |
| getCashFlowDate(Int32) |
Get a cash flow date for a particular cashflow, as specified by
the provided cashFlowIndex.
(Inherited from DelegatingCalculator) |
| getCashFlowDate(Int32, FISADate) |
Set the provided FISADate to the cash flow date of a particular
cashflow, as specified by the provided cashFlowIndex.
(Inherited from DelegatingCalculator) |
| getDaysAccrued |
Get the number of days accrued since the interest acccrual date to the
settlement date.
(Inherited from DelegatingCalculator) |
| GetHashCode | Serves as the default hash function. (Inherited from Object) |
| getInterest |
Get the interest to be paid for a particular cashflow, as specified
by cashFlowIndex.
(Inherited from DelegatingCalculator) |
| getInterestAccrualDate |
Get the date on which interest begins to accrue for this settlement
to redemption period.
(Inherited from DelegatingCalculator) |
| getPeriodicTimeToFlow |
Get the periodic time to flow as calculated with an actual day count
method for a particular cashflow, as specified by cashFlowIndex. This
value is generally used in actual convexity and duration methods.
(Inherited from DelegatingCalculator) |
| getPrincipal |
Get the principal to be paid for a particular cashflow, as specified
by cashFlowIndex.
(Inherited from DelegatingCalculator) |
| getRedemption |
Get the Redemption
to which this Calculator is bound.
(Inherited from DelegatingCalculator) |
| getSettlementDate |
Get the settlement date to which this Calculator is bound.
(Inherited from DelegatingCalculator) |
| getTimeToFlow |
Get the time to flow for a particular cashflow, as specified by
cashFlowIndex.
(Inherited from DelegatingCalculator) |
| getTotalCashFlow |
Get the principal and interest to be paid for a particular cashflow,
as specified by cashFlowIndex.
(Inherited from DelegatingCalculator) |
| GetType | Gets the Type of the current instance. (Inherited from Object) |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object) |
| setDelegate | (Inherited from DelegatingCalculator) |
| setValues(FISADate, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate) | (Inherited from PreferredCalculator) |
| setValues(FISADate, FISADate, Redemption, Double, Double, Int32, DayCountBasis, Boolean, FISADate, FISADate, FISADate, HolidaySchedule) | |
| ToString | Returns a string that represents the current object. (Inherited from Object) |