SecuritycreateCalculator(FISADate, Redemption, HolidaySchedule) Method

Create a Calculator for this Security and provided settlementDate to Redemption period.

Definition

Namespace: com.ftlabs.fisa
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
C#
Calculator createCalculator(
	FISADate settlementDate,
	Redemption redemption,
	HolidaySchedule holidaySchedule
)

Parameters

settlementDate  FISADate
the binding settlementDate for which all calculations will be run.
redemption  Redemption
the binding Redemption to which all calculations will be run.
holidaySchedule  HolidaySchedule
A pointer to a HolidaySchedule to be used for calculating True Yield. If 0, only weekend days will be used for cash flow date adjustments.

Return Value

Calculator
an auto_ptr to a Calculator for this Security and provided settlementDate to Redemption period.

Exceptions

CalculationException CalculationException

See Also