MSRBSteppedCouponCalculator Class

Definition

Namespace: com.ftlabs.fisa.calc
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
C#
public class MSRBSteppedCouponCalculator : SteppedCouponCompoundingCalculator
Inheritance
Object    AbstractCalculator    MultipleCashFlowCalculator    MultiplePeriodCalculator    SteppedCouponCalculator    SteppedCouponCompoundingCalculator    MSRBSteppedCouponCalculator

Constructors

Methods

calculateAccruedIncome
(Inherited from MultipleCashFlowCalculator)
calculateAccruedIncome(FISADate)
(Inherited from SteppedCouponCalculator)
calculateAccruedInterest
(Inherited from SteppedCouponCompoundingCalculator)
calculateConvexity
(Inherited from MultipleCashFlowCalculator)
calculateCurrentYield
(Inherited from SteppedCouponCalculator)
calculateEstimatedConvexity
(Inherited from SteppedCouponCompoundingCalculator)
calculateEstimatedMacaulayDuration
(Inherited from MultiplePeriodCalculator)
calculateEstimatedModifiedDuration(Double, Double)
(Inherited from MultiplePeriodCalculator)
calculateEstimatedModifiedDuration(Double, Double, Double)
(Inherited from MultiplePeriodCalculator)
calculateInterestOnInterest
(Inherited from MultiplePeriodCalculator)
calculateMacaulayDuration
(Inherited from MultipleCashFlowCalculator)
calculateModifiedDuration(Double)
(Inherited from MultipleCashFlowCalculator)
calculateModifiedDuration(Double, Double)
(Inherited from MultipleCashFlowCalculator)
calculatePeriodicYield
(Inherited from SteppedCouponCalculator)
calculatePrice
(Overrides SteppedCouponCompoundingCalculatorcalculatePrice(Double))
calculatePriceValue1BP
(Inherited from SteppedCouponCompoundingCalculator)
calculateTotalInterestFlows
(Inherited from AbstractCalculator)
calculateTrueYield
(Inherited from SteppedCouponCompoundingCalculator)
calculateYield
(Inherited from SteppedCouponCalculator)
calculateYieldValue1_32
(Inherited from MultiplePeriodCalculator)
Dispose
(Inherited from SteppedCouponCalculator)
Dispose(Boolean)
(Inherited from SteppedCouponCompoundingCalculator)
EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
FinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
getCashFlowCount
(Inherited from SteppedCouponCalculator)
getCashFlowDate(Int32)
(Inherited from MultiplePeriodCalculator)
getCashFlowDate(Int32, FISADate)
(Inherited from MultiplePeriodCalculator)
getDaysAccrued
(Inherited from MultiplePeriodCalculator)
GetHashCodeServes as the default hash function.
(Inherited from Object)
getInterest
(Inherited from SteppedCouponCompoundingCalculator)
getInterestAccrualDate
(Inherited from MultiplePeriodCalculator)
getPeriodicTimeToFlow
(Inherited from MultiplePeriodCalculator)
getPrincipal
(Inherited from MultiplePeriodCalculator)
getRedemption
(Inherited from MultiplePeriodCalculator)
getSettlementDate
(Inherited from MultiplePeriodCalculator)
getTimeToFlow
(Inherited from MultiplePeriodCalculator)
getTotalCashFlow
(Inherited from MultiplePeriodCalculator)
GetTypeGets the Type of the current instance.
(Inherited from Object)
MemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
setInterestFrequency
(Inherited from MultipleCashFlowCalculator)
setValues(FISADate, Redemption, Double, InterestRateSchedule, DayCountBasis, Int32, Boolean, FISADate, FISADate)
(Inherited from SteppedCouponCompoundingCalculator)
setValues(FISADate, Redemption, Double, InterestRateSchedule, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule) 
setValues(FISADate, Redemption, Double, InterestRateSchedule, DayCountBasis, Int32, Boolean, BusinessDayAdjustType, FISADate, FISADate, HolidaySchedule) 
setValues(FISADate, FISADate, Redemption, Double, DayCountBasis, Int32, Boolean, BusinessDayAdjustType, FISADate, FISADate, HolidaySchedule)
(Inherited from MultiplePeriodCalculator)
setValues(FISADate, FISADate, Redemption, Double, InterestRateSchedule, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
(Inherited from SteppedCouponCompoundingCalculator)
setValues(FISADate, FISADate, Redemption, Double, InterestRateSchedule, DayCountBasis, Int32, Boolean, BusinessDayAdjustType, FISADate, FISADate, HolidaySchedule)
(Inherited from SteppedCouponCompoundingCalculator)
ToStringReturns a string that represents the current object.
(Inherited from Object)

Fields

See Also