DelegatingCalculatorcalculateYieldValue1_32 Method

Calculate the average yield value obtained by varying the price up and down 1/32.

Definition

Namespace: com.ftlabs.fisa.calc
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
C#
public virtual double calculateYieldValue1_32(
	double pv1b
)

Parameters

pv1b  Double
The average price value obtained by varying the yield up and down one basis point, as returned by the calculatePriceValue1BP method.

Return Value

Double
the average yield value obtained by varying the price up and down 1/32.

Implements

CalculatorcalculateYieldValue1_32(Double)

Exceptions

CalculationException CalculationException

See Also