FISA.NET
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Classes
| AbstractPreferredSecurity | Abstract Security implementation that includes call information and common data required for preferred Securities. |
| AbstractSecurity | Abstract Security implementation with very minimum common fields. |
| BusinessDateFactory | This class provides methods for getting a business date, with implementations usually taking weekend days and holidays into consideration. |
| BusinessDayAdjustType | This class defines all of the supported Business Day Adjustment types. |
| CashFlowScheduleSecurity | An implementation of Security that uses a provided CashFlowSchedule for calculations rather than generating the cash flows. |
| ContinuousCallSchedule | |
| DayCountBasis | Defines an abstract class that is used to calculate the number of days between two dates, and provides static members for each supported implementation. |
| DefaultHolidaySchedule | This is the default implementation of HolidaySchedule. For maximum efficiency, this implementation caches all provided holidays so that the isHoliday() method returns as quickly as possible. |
| DefaultPriceIndexFactory | This is the default implementation of PriceIndexFactory. For maximum efficiency, this implementation maintains a list of all provided values so that the getPriceIndex() methods returns as quickly as possible. |
| DiscountSecurity | |
| DiscreteCallSchedule | An implementation of CallSchedule for discrete calls. |
| DiscreteInterestRateSchedule | An InterestRateSchedule implementation that accepts discrete conversion dates and rates. |
| FISADate | This class represents a calendar date, and includes methods to determine synchronicity as well as methods required for certain day count methods. |
| FixedInterestRateSecurity | |
| IndexLinkedInterestRateSchedule | |
| IndexLinkedSecurity | A Security implementation for index linked securities, such as UK Index Linked Gilts. |
| InflationIndexedSecurity | |
| InterestAtMaturitySecurity | |
| InterestFrequency | This class defines all of the supported interest frequencies. |
| LicenseManager | Validate the FISA license and provide license information. |
| Market | This class identifies the Market for a given Security and provides market default settings and market specific calculation methods. |
| MarketCA | Static Collection of all supported CA markets. Includes public references to each supported Market. |
| MarketDE | Static Collection of all supported DE markets. Includes public references to each supported Market. |
| MarketFR | Static Collection of all supported FR markets. Includes public references to each supported Market. |
| MarketIT | Static Collection of all supported IT markets. Includes public references to each supported Market. |
| MarketJP | Static Collection of all supported JP markets. Includes public references to each supported Market. |
| MarketUK | Static Collection of all supported UK markets. Includes public references to each supported Market. |
| MarketUS | Static Collection of all supported US markets. Includes public references to each supported Market. |
| MaturingCallableSecurity | |
| MaturingSecurity | An abstract implementation of Security for securities that have a maturity date. |
| PeriodicInterestPaymentSecurity | |
| PerpetualPreferredSecurity | Preferred Security implementation for maturing preferred securities. |
| PreferredSecurity | Preferred Security implementation for maturing preferred securities. |
| Redemption | A class to represent any redemption date and rate. |
| SteppedCouponSecurity | |
| ZeroCouponSecurity |
Structures
Interfaces
| CallSchedule | |
| DisplayFormat | Implementations of this pure virtual class are used to prepare analytical values for display. |
| HolidaySchedule | This interface provides methods used to determine if a given date is a holiday as defined by each implementation. |
| InterestRateSchedule | |
| MarketMarketCollection | |
| PriceIndexFactory | |
| Security | This is the base class for all Security types. This class defines methods for creating a Calculator for the implemented Security. |