FISA.NET
Securitycreate
Create a Calculator object
to use for this Security and for the period from the provided settlementDate to
the default Redemption. It is up
to the implementation to determine which
Redemption to use if any, although
this will usually be to maturity.
Definition
Namespace: com.ftlabs.fisa
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
An auto_ptr to a Calculator object to use for this Security and for the period from the provided settlementDate to the default Redemption.
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
C#
Calculator createCalculator(
FISADate settlementDate,
HolidaySchedule holidaySchedule
)VB
Function createCalculator (
settlementDate As FISADate,
holidaySchedule As HolidaySchedule
) As CalculatorParameters
- settlementDate FISADate
- The binding settlementDate for 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
CalculatorAn auto_ptr to a Calculator object to use for this Security and for the period from the provided settlementDate to the default Redemption.
Exceptions
| CalculationException | CalculationException |