FISA.NET
Calculatorcalculate
Calculate the average yield value obtained by varying the price up and
down 1/32.
Definition
Namespace: com.ftlabs.fisa.calc
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
the average yield value obtained by varying the price up and down 1/32.
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
C#
double calculateYieldValue1_32(
double pv1b
)VB
Function calculateYieldValue1_32 (
pv1b As Double
) As DoubleParameters
- pv1b Double
- The average price value obtained by varying the yield up and down one basis point, as returned by the calculatePriceValue1BP method.
Return Value
Doublethe average yield value obtained by varying the price up and down 1/32.
Exceptions
| CalculationException | CalculationException |