FISA.NET
Cash
An implementation of Security that uses a provided
CashFlowSchedule
for calculations rather than generating the cash flows.
Definition
Namespace: com.ftlabs.fisa
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 CashFlowScheduleSecurity : PeriodicInterestPaymentSecurityVB
Public Class CashFlowScheduleSecurity
Inherits PeriodicInterestPaymentSecurity- Inheritance
- Object AbstractSecurity MaturingSecurity MaturingCallableSecurity PeriodicInterestPaymentSecurity CashFlowScheduleSecurity
Remarks
Both the maturity Redemption and the first interest date are derived from
the provided CashFlowSchedule.
All methods used to set either the maturity Redemption or the first interest date
have no effect on the calculations.
Constructors
| CashFlowScheduleSecurity | Initializes a new instance of the CashFlowScheduleSecurity class |
Methods
| createCalculator(FISADate) |
Create a new Calculator
for this Security and provided settlementDate. The maturity
Redemption will be used with
this settlementDate to create a new
Calculator.
(Inherited from MaturingSecurity) |
| createCalculator(FISADate, Redemption) | (Inherited from AbstractSecurity) |
| createCalculator(FISADate, HolidaySchedule) |
Create a new Calculator
for this Security and provided settlementDate. The maturity
Redemption will be used with
this settlementDate to create a new
Calculator.
(Inherited from MaturingSecurity) |
| createCalculator(FISADate, Redemption, HolidaySchedule) | (Overrides AbstractSecuritycreateCalculator(FISADate, Redemption, HolidaySchedule)) |
| createQuoteAnalytics(Quote, FISADate) | (Inherited from AbstractSecurity) |
| createQuoteAnalytics(Quote, FISADate, HolidaySchedule) | (Inherited from MaturingCallableSecurity) |
| 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) |
| generateCallLastInterestDate | (Inherited from PeriodicInterestPaymentSecurity) |
| getBusinessDayAdjustType |
Get the BusinessDayAdjustType.
(Inherited from AbstractSecurity) |
| getCallSchedule | (Inherited from MaturingCallableSecurity) |
| getCashFlowSchedule | Get the CashFlowSchedule for this Security. |
| getDatedDate | Get the DatedDate set for this Security (Inherited from AbstractSecurity) |
| getDayCountBasis |
Get the DayCountBasis.
(Inherited from AbstractSecurity) |
| getFirstInterestDate | Get the firstInterestDate. (Inherited from PeriodicInterestPaymentSecurity) |
| GetHashCode | Serves as the default hash function. (Inherited from Object) |
| getInterestFrequency | Get the interest frequency. (Inherited from PeriodicInterestPaymentSecurity) |
| getInterestFrequencyValue | Get the interest frequency as an integer value. (Inherited from PeriodicInterestPaymentSecurity) |
| getInterestRate | Get the interest rate for this Security. |
| getMarket |
Get the Market for
this Security.
(Inherited from AbstractSecurity) |
| getMaturity |
Get the maturity Redemption.
(Inherited from MaturingSecurity) |
| getMaturityDate |
A convenience method to get the maturity date bound to the maturity
Redemption.
(Inherited from MaturingSecurity) |
| getNextInterestPaymentDate |
Get the next interest payment date on or after the provided date.
(Inherited from PeriodicInterestPaymentSecurity) |
| getParValue | Get the parValue. (Inherited from AbstractSecurity) |
| getRedemption | (Inherited from MaturingCallableSecurity) |
| getRedemptionCount | (Inherited from MaturingCallableSecurity) |
| GetType | Gets the Type of the current instance. (Inherited from Object) |
| isEomAdjust |
Get the EOM Adjust flag, which determines whether the End Of Month
Adjustment rule should be used while calculating days for this
Security.
(Inherited from AbstractSecurity) |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object) |
| setBusinessDayAdjustType |
Set the BusinessDayAdjustType.
(Inherited from AbstractSecurity) |
| setCallSchedule | (Inherited from MaturingCallableSecurity) |
| setCashFlowSchedule | Set the CashFlowSchedule for this Security. |
| setDatedDate | Set the DatedDate for this Security (Inherited from AbstractSecurity) |
| setDayCountBasis |
Set the DayCountBasis.
(Inherited from AbstractSecurity) |
| setEomAdjust |
Set the EOM Adjust flag, which determines whether the End Of Month
Adjustment rule should be used while calculating days for this
Security.
(Inherited from AbstractSecurity) |
| setFirstInterestDate |
The first interest date is derived from the provided
CashFlowSchedule for a
CashFlowScheduleSecurity. Therefore calling this method has no effect on a
CashFlowScheduleSecurity.
(Overrides PeriodicInterestPaymentSecuritysetFirstInterestDate(FISADate)) |
| setInterestFrequency | Set the interestFrequency. (Inherited from PeriodicInterestPaymentSecurity) |
| setInterestRate | Set the interest rate for this Security. |
| setMaturity(FISADate) |
The maturity redemption is derived from the provided
CashFlowSchedule for a
CashFlowScheduleSecurity. Therefore calling this method has no effect on a
CashFlowScheduleSecurity.
(Overrides MaturingSecuritysetMaturity(FISADate)) |
| setMaturity(Redemption) |
The maturity redemption is derived from the provided
CashFlowSchedule for a
CashFlowScheduleSecurity. Therefore calling this method has no effect on a
CashFlowScheduleSecurity.
(Overrides MaturingSecuritysetMaturity(Redemption)) |
| setMaturity(FISADate, Double) |
The maturity redemption is derived from the provided
CashFlowSchedule for a
CashFlowScheduleSecurity. Therefore calling this method has no effect on a
CashFlowScheduleSecurity.
(Overrides MaturingSecuritysetMaturity(FISADate, Double)) |
| setParValue | Set the parValue. (Inherited from AbstractSecurity) |
| ToString | Returns a string that represents the current object. (Inherited from Object) |
| validateData |