FISA.NET
Securitycreate
Create a QuoteAnalytics
object for this Security and provided settlementDate and
Quote.
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 QuoteAnalytics object.
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
C#
QuoteAnalytics createQuoteAnalytics(
Quote quote,
FISADate settlementDate,
HolidaySchedule holidaySchedule
)VB
Function createQuoteAnalytics (
quote As Quote,
settlementDate As FISADate,
holidaySchedule As HolidaySchedule
) As QuoteAnalyticsParameters
- quote Quote
- a Quote for which all calculations will be run.
- settlementDate FISADate
- the 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
QuoteAnalyticsan auto_ptr to a QuoteAnalytics object.
Remarks
This class can be used to calculate from a given Quote to each redemption
available in this security.
Exceptions
| CalculationException | CalculationException |