PreferredCalculator Class

Abstract Calculator implementation for Preferred securities that includes additional analytic values that are applicable to Preferred securities.

Definition

Namespace: com.ftlabs.fisa.calc
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
C#
public abstract class PreferredCalculator : DelegatingCalculator
Inheritance
Object    DelegatingCalculator    PreferredCalculator
Derived

Constructors

PreferredCalculatorInitializes a new instance of the PreferredCalculator class
PreferredCalculator(FISADate, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate)Initializes a new instance of the PreferredCalculator class

Methods

calculateAccruedDividend Calculates the accrued dividend.
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 Calculate the accrued interest to the settlement date.
(Inherited from DelegatingCalculator)
calculateAnnualDividend Calculates the annual dividend.
calculateConvexityCalculate the actual convexity.
(Inherited from DelegatingCalculator)
calculateCurrentYieldCalculate 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)
calculatePriceCalculate 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.
calculateStripYield Calculates the strip yield given the calculated "dirty" price.
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)
calculateYieldCalculate 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)
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 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)
GetHashCodeServes 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)
GetTypeGets the Type of the current instance.
(Inherited from Object)
MemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
setDelegate
(Inherited from DelegatingCalculator)
setValues 
ToStringReturns a string that represents the current object.
(Inherited from Object)

See Also