Analytics Interface

Definition

Namespace: com.ftlabs.fisa.calc
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
C#
public interface Analytics

Methods

getAccruedInterest Get the Accrued Interest.
getCashFlowCount Get the number of cashflows to the provided Redemption.
getCashFlowDate Get the date on which the cash flow, as specified by cashFlowIndex, will be paid.
getCashFlowInterest Get the interest to be paid for the cashflow specified by cashFlowIndex.
getCashFlowPrincipal Get the principal to be paid for the cashflow specified by cashFlowIndex.
getConvexity Get the Convexity to the provided Redemption.
getDaysAccrued Get the number of days accrued since the interest acccrual date to the settlement date.
getEstimatedConvexity Get an estimated Convexity.
getEstimatedMacaulayDuration Get an estimated Macaulay Duration.
getEstimatedModifiedDuration Get an estimated Modified Duration.
getInterestOnInterest Get interest on interest using an assumed reinvestment yield that is equal to yield.
getInterestOnInterest(Double)Get interest on interest using the provided reinvestment yield.
getMacaulayDuration Get the actual Macaulay Duration to the provided Redemption.
getModifiedDuration Get the actual Modified Duration to the provided Redemption.
getPrice Get the price.
getPriceValue1BP Get the Price Value 1 Basis Point to the provided Redemption.
getRedemption Get the Redemption to which the values of this Analytics object were calculated.
getTotalCashFlow Get the principal and interest to be paid for the cashflow specified by cashFlowIndex.
getTotalInterestFlowsGet the total interest flows.
getTrueYield Get the True Yield to the provided Redemption. This yield takes into account holidays and weekends.
getYield Get the yield.
getYieldValue1_32 Get the Yield Value 1/32 to the provided Redemption.

See Also