LastPeriodSimpleInterestCalculator Class

Definition

Namespace: com.ftlabs.fisa.calc
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)

public class LastPeriodSimpleInterestCalculator : LastPeriodCalculator

Public Class LastPeriodSimpleInterestCalculator
	Inherits LastPeriodCalculator

Inheritance: Object AbstractCalculator OneCashFlowCalculator LastPeriodCalculator LastPeriodSimpleInterestCalculator

Derived: com.ftlabs.fisa.calcMSRBOneLongPeriodCalculator
com.ftlabs.fisa.calcMSRBOneShortPeriodCalculator

Constructors

LastPeriodSimpleInterestCalculator	Initializes a new instance of the LastPeriodSimpleInterestCalculator class
LastPeriodSimpleInterestCalculator(FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean)	Initializes a new instance of the LastPeriodSimpleInterestCalculator class
LastPeriodSimpleInterestCalculator(FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, HolidaySchedule)	Initializes a new instance of the LastPeriodSimpleInterestCalculator class
LastPeriodSimpleInterestCalculator(FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, BusinessDayAdjustType, HolidaySchedule)	Initializes a new instance of the LastPeriodSimpleInterestCalculator class

Methods

calculateAccruedIncome	(Inherited from OneCashFlowCalculator)
calculateAccruedIncome(FISADate)	(Inherited from LastPeriodCalculator)
calculateAccruedInterest	(Overrides AbstractCalculatorcalculateAccruedInterest)
calculateConvexity	(Inherited from OneCashFlowCalculator)
calculateCurrentYield	(Overrides AbstractCalculatorcalculateCurrentYield(Double))
calculateEstimatedConvexity	(Inherited from LastPeriodCalculator)
calculateEstimatedMacaulayDuration	(Inherited from LastPeriodCalculator)
calculateEstimatedModifiedDuration(Double, Double)	(Inherited from LastPeriodCalculator)
calculateEstimatedModifiedDuration(Double, Double, Double)	(Inherited from LastPeriodCalculator)
calculateInterestOnInterest	(Inherited from OneCashFlowCalculator)
calculateMacaulayDuration	(Inherited from OneCashFlowCalculator)
calculateModifiedDuration(Double)	(Inherited from OneCashFlowCalculator)
calculateModifiedDuration(Double, Double)	(Inherited from OneCashFlowCalculator)
calculatePeriodicYield	(Inherited from OneCashFlowCalculator)
calculatePrice	(Overrides AbstractCalculatorcalculatePrice(Double))
calculatePriceValue1BP	(Inherited from LastPeriodCalculator)
calculateTotalInterestFlows	(Inherited from AbstractCalculator)
calculateTrueYield	(Overrides OneCashFlowCalculatorcalculateTrueYield(Double))
calculateYield	(Overrides AbstractCalculatorcalculateYield(Double))
calculateYieldValue1_32	(Inherited from LastPeriodCalculator)
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)
getCashFlowCount	(Inherited from OneCashFlowCalculator)
getCashFlowDate(Int32)	(Inherited from OneCashFlowCalculator)
getCashFlowDate(Int32, FISADate)	(Inherited from OneCashFlowCalculator)
getDaysAccrued	(Inherited from LastPeriodCalculator)
GetHashCode	Serves as the default hash function. (Inherited from Object)
getInterest	(Overrides AbstractCalculatorgetInterest(Int32))
getInterestAccrualDate	(Inherited from LastPeriodCalculator)
getPeriodicTimeToFlow	(Inherited from LastPeriodCalculator)
getPrincipal	(Inherited from LastPeriodCalculator)
getRedemption	(Inherited from OneCashFlowCalculator)
getSettlementDate	(Inherited from OneCashFlowCalculator)
getTimeToFlow	(Inherited from LastPeriodCalculator)
getTotalCashFlow	(Inherited from OneCashFlowCalculator)
GetType	Gets the Type of the current instance. (Inherited from Object)
MemberwiseClone	Creates a shallow copy of the current Object. (Inherited from Object)
setUseFullPrice
setValues(FISADate, Redemption, Double, Int32)	(Inherited from OneCashFlowCalculator)
setValues(FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean)
setValues(FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, HolidaySchedule)
setValues(FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, BusinessDayAdjustType, HolidaySchedule)
ToString	Returns a string that represents the current object. (Inherited from Object)

Fields

act_df	(Inherited from LastPeriodCalculator)
aif	(Inherited from LastPeriodCalculator)
dayCountBasis	(Inherited from LastPeriodCalculator)
daysAccrued	(Inherited from LastPeriodCalculator)
df	(Inherited from LastPeriodCalculator)
eomAdjust	(Inherited from LastPeriodCalculator)
interestAccrualDate	(Inherited from LastPeriodCalculator)
interestFrequency	(Inherited from OneCashFlowCalculator)
interestRate	(Inherited from LastPeriodCalculator)
lcf	(Inherited from LastPeriodCalculator)
parValue	(Inherited from OneCashFlowCalculator)
redemption	(Inherited from OneCashFlowCalculator)
settlementDate	(Inherited from OneCashFlowCalculator)
taxAdjustedInterestRate
taxAdjustedRedemptionValue
ty_df	(Inherited from LastPeriodCalculator)
useFullPrice

LastPeriodSimpleInterestCalculator Class

Definition

Constructors

Methods

Fields

See Also

Reference