JapaneseCalculator Class

This is an implemenation of Calculator for Japanese Government 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 class JapaneseCalculator : MultiplePeriodCalculator, 
	IDisposable
Inheritance
Object    AbstractCalculator    MultipleCashFlowCalculator    MultiplePeriodCalculator    JapaneseCalculator
Implements
IDisposable

Constructors

Methods

calculateAccruedIncome
(Inherited from MultipleCashFlowCalculator)
calculateAccruedIncome(FISADate)
(Inherited from MultiplePeriodCalculator)
calculateAccruedInterest
(Overrides AbstractCalculatorcalculateAccruedInterest)
calculateConvexity
(Inherited from MultipleCashFlowCalculator)
calculateCurrentYield
(Overrides AbstractCalculatorcalculateCurrentYield(Double))
calculateEstimatedConvexity
(Overrides AbstractCalculatorcalculateEstimatedConvexity(Double, Double, Double))
calculateEstimatedMacaulayDuration
(Overrides MultiplePeriodCalculatorcalculateEstimatedMacaulayDuration(Double, Double, Double))
calculateEstimatedModifiedDuration(Double, Double)
(Inherited from MultiplePeriodCalculator)
calculateEstimatedModifiedDuration(Double, Double, Double)
(Inherited from MultiplePeriodCalculator)
calculateInterestOnInterest
(Inherited from MultiplePeriodCalculator)
calculateMacaulayDuration
(Inherited from MultipleCashFlowCalculator)
calculateModifiedDuration(Double)
(Inherited from MultipleCashFlowCalculator)
calculateModifiedDuration(Double, Double)
(Inherited from MultipleCashFlowCalculator)
calculatePeriodicYield
(Overrides AbstractCalculatorcalculatePeriodicYield(Double))
calculatePrice Calculate price for the given simple yield to redemption.
(Overrides AbstractCalculatorcalculatePrice(Double))
calculatePriceValue1BP
(Overrides AbstractCalculatorcalculatePriceValue1BP(Double, Double))
calculateTotalInterestFlows
(Inherited from AbstractCalculator)
calculateTrueYield
(Overrides MultipleCashFlowCalculatorcalculateTrueYield(Double))
calculateYield Calculate simple yield to redemption for the given price.
(Overrides AbstractCalculatorcalculateYield(Double))
calculateYieldValue1_32
(Inherited from MultiplePeriodCalculator)
DisposeReleases all resources used by the JapaneseCalculator
Dispose(Boolean)Releases the unmanaged resources used by the JapaneseCalculator and optionally releases the managed resources
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
(Overrides AbstractCalculatorgetCashFlowCount)
getCashFlowDate(Int32)
(Inherited from MultiplePeriodCalculator)
getCashFlowDate(Int32, FISADate)
(Inherited from MultiplePeriodCalculator)
getDaysAccrued
(Inherited from MultiplePeriodCalculator)
GetHashCodeServes as the default hash function.
(Inherited from Object)
getInterest
(Overrides AbstractCalculatorgetInterest(Int32))
getInterestAccrualDate
(Inherited from MultiplePeriodCalculator)
getPeriodicTimeToFlow
(Inherited from MultiplePeriodCalculator)
getPrincipal
(Inherited from MultiplePeriodCalculator)
getRedemption
(Inherited from MultiplePeriodCalculator)
getSettlementDate
(Inherited from MultiplePeriodCalculator)
getTimeToFlow
(Inherited from MultiplePeriodCalculator)
getTotalCashFlow
(Inherited from MultiplePeriodCalculator)
GetTypeGets the Type of the current instance.
(Inherited from Object)
MemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
setInterestFrequency
(Inherited from MultipleCashFlowCalculator)
setValues(FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule) 
setValues(FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, BusinessDayAdjustType, FISADate, FISADate, HolidaySchedule) 
setValues(FISADate, FISADate, Redemption, Double, DayCountBasis, Int32, Boolean, BusinessDayAdjustType, FISADate, FISADate, HolidaySchedule)
(Inherited from MultiplePeriodCalculator)
ToStringReturns a string that represents the current object.
(Inherited from Object)

Fields

See Also