FISA.NET
Abstract
Create a Calculator object
to use for this Security and for the period from the provided tradeDate/settlementDate
to the default Redemption. It is up
to the implementation to determine which
Redemption to use if any, although
this will usually be to maturity.
Definition
Namespace: com.ftlabs.fisa
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
A Calculator object to use for this Security and for the period from the provided tradeDate/settlementDate to the default Redemption.
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
C#
public abstract Calculator createCalculator(
FISADate tradeDate,
FISADate settlementDate,
HolidaySchedule holidaySchedule
)VB
Public MustOverride Function createCalculator (
tradeDate As FISADate,
settlementDate As FISADate,
holidaySchedule As HolidaySchedule
) As CalculatorParameters
- tradeDate FISADate
- The binding tradeDate for which all calculations will be run.
- settlementDate FISADate
- The binding settlementDate for which all calculations will be run.
- holidaySchedule HolidaySchedule
- A HolidaySchedule to be used for calculating True Yield. If null, only weekend days will be used for cash flow date adjustments.
Return Value
CalculatorA Calculator object to use for this Security and for the period from the provided tradeDate/settlementDate to the default Redemption.
Exceptions
| CalculationException | CalculationException |