FISA.NET
Discount
An implementation of QuoteAnalytics that includes methods
for retrieving extended Discount calculations, such as
discount, CEY and BEY.
Definition
Namespace: com.ftlabs.fisa.calc
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
C#
public class DiscountQuoteAnalytics : QuoteAnalyticsVB
Public Class DiscountQuoteAnalytics
Inherits QuoteAnalytics- Inheritance
- Object QuoteAnalytics DiscountQuoteAnalytics
Constructors
| DiscountQuoteAnalytics | Initializes a new instance of the DiscountQuoteAnalytics class |
Methods
| Dispose | (Inherited from QuoteAnalytics) |
| Dispose(Boolean) | (Inherited from QuoteAnalytics) |
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
| Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) |
| getAccruedInterest |
Get the Accrued Interest for this Security and Settlement Date.
(Inherited from QuoteAnalytics) |
| getAnalytics |
Get the Analytics object with values calculated to the provided Redemption.
If the provided Redemption does not belong to the parent Security, a
CalculationException with an errorCode of 5000 is thrown.
(Inherited from QuoteAnalytics) |
| getBEY | Get a bond equivalent yield (BEY). |
| getCashFlowCount | (Inherited from QuoteAnalytics) |
| getCashFlowDate | (Inherited from QuoteAnalytics) |
| getCashFlowInterest | (Inherited from QuoteAnalytics) |
| getCashFlowPrincipal | (Inherited from QuoteAnalytics) |
| getCEY | Get a coupon equivalent yield (CEY). |
| getConvexity |
Get the Convexity calculated to the Redemption that produces
the lowest yield.
(Inherited from QuoteAnalytics) |
| getDaysAccrued |
Get the number of days accrued since the interest acccrual date to the
settlement date.
(Inherited from QuoteAnalytics) |
| getDiscount | Get the Discount rate. |
| getEstimatedConvexity |
Get the Estimated Convesity calculated to the Redemption that produces
the lowest yield.
(Inherited from QuoteAnalytics) |
| getEstimatedMacaulayDuration |
Get the Estimated Macaulay Duration calculated to the Redemption that produces
the lowest yield.
(Inherited from QuoteAnalytics) |
| getEstimatedModifiedDuration |
Get the Estimated Modified Duration calculated to the Redemption that produces
the lowest yield.
(Inherited from QuoteAnalytics) |
| GetHashCode | Serves as the default hash function. (Inherited from Object) |
| getInterestOnInterest |
Get the Interest on Interest to the Redemption that produces the
lowest yield using YTW as the reinvestment yield.
(Inherited from QuoteAnalytics) |
| getInterestOnInterest(Double) |
Get the Interest on Interest to the Redemption that produces the
lowest yield using the provided reinvestment yield.
(Inherited from QuoteAnalytics) |
| getLowestYieldAnalytics |
Get the Analytics object with values calculated to the Redemption that
produces the lowest yield.
(Inherited from QuoteAnalytics) |
| getMacaulayDuration |
Get the Macaulay Duration calculated to the Redemption that produces
the lowest yield.
(Inherited from QuoteAnalytics) |
| getMaturityAnalytics |
A convenience method to get the Analytics object with values calculated to Maturity.
(Inherited from QuoteAnalytics) |
| getModifiedDuration |
Get the Modified Duration calculated to the Redemption that produces
the lowest yield.
(Inherited from QuoteAnalytics) |
| getPrice |
Get the price for this quote.
(Inherited from QuoteAnalytics) |
| getPriceValue1BP |
Get the Price Value 1 Basis Point calculated to the Redemption that
produces the lowest yield.
(Inherited from QuoteAnalytics) |
| getRedemption |
Get the Redemption for which the lowest yield was calculated.
(Inherited from QuoteAnalytics) |
| getRedemption(Int32) |
Get the Redemption at the specified index.
(Inherited from QuoteAnalytics) |
| getRedemptionCount |
Get the number of Redemptions available in this QuoteAnalytics,
object including all applicable calls and maturity.
(Inherited from QuoteAnalytics) |
| getTotalCashFlow | (Inherited from QuoteAnalytics) |
| getTotalInterestFlows |
Get the Total Interest cash flows to the Redemption that produces the
lowest yield.
(Inherited from QuoteAnalytics) |
| getTrueYield |
Get the true yield calculated to the Redemption that produces the
lowest yield.
(Inherited from QuoteAnalytics) |
| GetType | Gets the Type of the current instance. (Inherited from Object) |
| getYield |
Get the lowest yield of all the yields calculated for each of
the available Redemptions.
(Inherited from QuoteAnalytics) |
| getYieldValue1_32 |
Get the Yield Value 1/32 calculated to the Redemption that
produces the lowest yield.
(Inherited from QuoteAnalytics) |
| getYTC |
A convenience method used to retrieve the yield to the next call, whether
the next call is a par call or premium call. If the Security for which this
QuoteAnalytics object was created is non-callable, this method will return 0.0.
(Inherited from QuoteAnalytics) |
| getYTM |
A convenience method to retrieve the yield to maturity. For Perpetual
Securities, this method will return current yield.
(Inherited from QuoteAnalytics) |
| getYTP |
A convenience method used to retrieve the yield to the next par call. If the
next call is a par call, this method will return the same value as the getYTC()
method. If the Security for which this QuoteAnalytics object was created is
non-callable or has no future par calls, this method will return 0.0.
(Inherited from QuoteAnalytics) |
| getYTW |
Returns the lowest yield of all the yields calculated for each of
the available Redemptions.
(Inherited from QuoteAnalytics) |
| getYTWDate |
A convenience method to retrieve the date to which the lowest yield was
calculated from all the available Redemptions.
(Inherited from QuoteAnalytics) |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object) |
| ToString | Returns a string that represents the current object. (Inherited from Object) |