FISA.NET
Perpetual
Definition
Namespace: com.ftlabs.fisa.calc
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 PerpetualPreferredCalculator : PreferredCalculatorVB
Public Class PerpetualPreferredCalculator
Inherits PreferredCalculator- Inheritance
- Object DelegatingCalculator PreferredCalculator PerpetualPreferredCalculator
Constructors
| PerpetualPreferredCalculator | Initializes a new instance of the PerpetualPreferredCalculator class |
| PerpetualPreferredCalculator(FISADate, FISADate, Double, Double, Int32, DayCountBasis, Boolean, FISADate, FISADate, FISADate) | Initializes a new instance of the PerpetualPreferredCalculator class |
Methods
| calculateAccruedDividend |
Calculates the accrued dividend.
(Inherited from PreferredCalculator) |
| calculateAccruedIncome |
Calculates the accrued interest income to Redemption.
(Overrides DelegatingCalculatorcalculateAccruedIncome) |
| calculateAccruedIncome(FISADate) |
Calculates the accrued interest income to the supplied salesDate.
(Overrides DelegatingCalculatorcalculateAccruedIncome(FISADate)) |
| calculateAccruedInterest |
Calculate the accrued interest to the settlement date.
(Overrides DelegatingCalculatorcalculateAccruedInterest) |
| calculateAnnualDividend |
Calculates the annual dividend.
(Inherited from PreferredCalculator) |
| calculateConvexity | Calculate the actual convexity. (Overrides DelegatingCalculatorcalculateConvexity(Double)) |
| calculateCurrentYield | Calculate current yield for the given price. (Overrides DelegatingCalculatorcalculateCurrentYield(Double)) |
| calculateEstimatedConvexity |
Calculate an estimated convexity.
(Overrides DelegatingCalculatorcalculateEstimatedConvexity(Double, Double, Double)) |
| calculateEstimatedMacaulayDuration |
Calculate an estimated Macaulay duration.
(Overrides DelegatingCalculatorcalculateEstimatedMacaulayDuration(Double, Double, Double)) |
| calculateEstimatedModifiedDuration(Double, Double) |
Calculate the estimated modified duration.
(Overrides DelegatingCalculatorcalculateEstimatedModifiedDuration(Double, Double)) |
| calculateEstimatedModifiedDuration(Double, Double, Double) |
Calculate an estimated modified duration.
(Overrides DelegatingCalculatorcalculateEstimatedModifiedDuration(Double, Double, Double)) |
| calculateInterestOnInterest |
Calculate the interest earned on reinvested interest cashflows using the
provided reinvestmentYield.
(Overrides DelegatingCalculatorcalculateInterestOnInterest(Double)) |
| calculateMacaulayDuration |
Calculate the actual Macaulay duration.
(Overrides DelegatingCalculatorcalculateMacaulayDuration(Double)) |
| calculateModifiedDuration(Double) |
Calculate the actual modified duration. If Macaulay Duration has already
been or will be calculated, then it is more efficient to use the overloaded
calculateModifiedDuration method that accepts the Macaulay Duration.
(Overrides DelegatingCalculatorcalculateModifiedDuration(Double)) |
| calculateModifiedDuration(Double, Double) |
Calculate the actual modified duration using an already calculated
Macaulay Duration.
(Overrides DelegatingCalculatorcalculateModifiedDuration(Double, Double)) |
| calculatePeriodicYield |
Calculate a periodic discounted cash flow yield for use with
convexity/duration methods.
(Overrides DelegatingCalculatorcalculatePeriodicYield(Double)) |
| calculatePrice | Calculate price for the given yield. (Overrides DelegatingCalculatorcalculatePrice(Double)) |
| calculatePriceValue1BP |
Calculate the average price value obtained by varying the yield up and
down one basis point.
(Overrides DelegatingCalculatorcalculatePriceValue1BP(Double, Double)) |
| calculateStripPrice |
Calculates the strip price given the calculated "dirty" price.
(Inherited from PreferredCalculator) |
| calculateStripYield |
Calculates the strip yield given the calculated "dirty" price.
(Inherited from PreferredCalculator) |
| calculateTotalInterestFlows |
A convenience method to total all interest cashflows between the
settlement to redemption period.
(Overrides DelegatingCalculatorcalculateTotalInterestFlows) |
| calculateTrueYield |
Calculate a True Yield, using adjusted cashflows that
fall on business days.
(Overrides DelegatingCalculatorcalculateTrueYield(Double)) |
| calculateYield | Calculate yield for the given price. (Overrides DelegatingCalculatorcalculateYield(Double)) |
| calculateYieldValue1_32 |
Calculate the average yield value obtained by varying the price up and
down 1/32.
(Overrides DelegatingCalculatorcalculateYieldValue1_32(Double)) |
| 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 |
Get the number of cashflows within the bounding settlement to
Redemption period.
(Overrides DelegatingCalculatorgetCashFlowCount) |
| getCashFlowDate(Int32) |
Get a cash flow date for a particular cashflow, as specified by
the provided cashFlowIndex.
(Overrides DelegatingCalculatorgetCashFlowDate(Int32)) |
| getCashFlowDate(Int32, FISADate) |
Set the provided FISADate to the cash flow date of a particular
cashflow, as specified by the provided cashFlowIndex.
(Overrides DelegatingCalculatorgetCashFlowDate(Int32, FISADate)) |
| getDaysAccrued |
Get the number of days accrued since the interest acccrual date to the
settlement date.
(Inherited from DelegatingCalculator) |
| GetHashCode | Serves as the default hash function. (Inherited from Object) |
| getInterest |
Get the interest to be paid for a particular cashflow, as specified
by cashFlowIndex.
(Overrides DelegatingCalculatorgetInterest(Int32)) |
| getInterestAccrualDate |
Get the date on which interest begins to accrue for this settlement
to redemption period.
(Overrides DelegatingCalculatorgetInterestAccrualDate) |
| getPeriodicTimeToFlow |
Get the periodic time to flow as calculated with an actual day count
method for a particular cashflow, as specified by cashFlowIndex. This
value is generally used in actual convexity and duration methods.
(Overrides DelegatingCalculatorgetPeriodicTimeToFlow(Int32)) |
| getPrincipal |
Get the principal to be paid for a particular cashflow, as specified
by cashFlowIndex.
(Overrides DelegatingCalculatorgetPrincipal(Int32)) |
| getRedemption |
Get the Redemption
to which this Calculator is bound.
(Overrides DelegatingCalculatorgetRedemption) |
| getSettlementDate |
Get the settlement date to which this Calculator is bound.
(Overrides DelegatingCalculatorgetSettlementDate) |
| getTimeToFlow |
Get the time to flow for a particular cashflow, as specified by
cashFlowIndex.
(Overrides DelegatingCalculatorgetTimeToFlow(Int32)) |
| getTotalCashFlow |
Get the principal and interest to be paid for a particular cashflow,
as specified by cashFlowIndex.
(Overrides DelegatingCalculatorgetTotalCashFlow(Int32)) |
| GetType | Gets the Type of the current instance. (Inherited from Object) |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object) |
| setDelegate | (Inherited from DelegatingCalculator) |
| setValues(FISADate, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate) | (Inherited from PreferredCalculator) |
| setValues(FISADate, FISADate, Double, Double, Int32, DayCountBasis, Boolean, FISADate, FISADate, FISADate) | |
| ToString | Returns a string that represents the current object. (Inherited from Object) |