DiscountCalculator Class

Definition

Namespace: com.ftlabs.fisa.calc
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
C#
public class DiscountCalculator : OneCashFlowCalculator
Inheritance
Object    AbstractCalculator    OneCashFlowCalculator    DiscountCalculator

Constructors

DiscountCalculatorInitializes a new instance of the DiscountCalculator class

Methods

calculateAccruedIncome
(Inherited from OneCashFlowCalculator)
calculateAccruedIncome(FISADate)
(Inherited from OneCashFlowCalculator)
calculateAccruedInterest
(Overrides AbstractCalculatorcalculateAccruedInterest)
calculateBEY Calculate a bond equivalent yield (BEY) from the given price.
calculateCEY Calculate a coupon equivalent yield (CEY) from the given price.
calculateConvexity
(Inherited from OneCashFlowCalculator)
calculateCurrentYield
(Overrides AbstractCalculatorcalculateCurrentYield(Double))
calculateDiscount Calculate a discount value from a given price.
calculateEstimatedConvexity
(Overrides AbstractCalculatorcalculateEstimatedConvexity(Double, Double, Double))
calculateEstimatedMacaulayDuration
(Overrides AbstractCalculatorcalculateEstimatedMacaulayDuration(Double, Double, Double))
calculateEstimatedModifiedDuration(Double, Double)
(Overrides AbstractCalculatorcalculateEstimatedModifiedDuration(Double, Double))
calculateEstimatedModifiedDuration(Double, Double, Double)
(Overrides AbstractCalculatorcalculateEstimatedModifiedDuration(Double, Double, Double))
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))
calculatePriceFromCEY Calculate price from CEY.
calculatePriceFromDiscount Calculate price from discount.
calculatePriceValue1BP
(Overrides AbstractCalculatorcalculatePriceValue1BP(Double, Double))
calculateTotalInterestFlows
(Inherited from AbstractCalculator)
calculateTrueYield
(Overrides OneCashFlowCalculatorcalculateTrueYield(Double))
calculateYield
(Overrides AbstractCalculatorcalculateYield(Double))
calculateYieldValue1_32
(Overrides AbstractCalculatorcalculateYieldValue1_32(Double))
EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
FinalizeAllows 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
(Overrides AbstractCalculatorgetDaysAccrued)
GetHashCodeServes as the default hash function.
(Inherited from Object)
getInterest
(Overrides AbstractCalculatorgetInterest(Int32))
getInterestAccrualDate
(Inherited from OneCashFlowCalculator)
getPeriodicTimeToFlow
(Overrides AbstractCalculatorgetPeriodicTimeToFlow(Int32))
getPrincipal
(Overrides AbstractCalculatorgetPrincipal(Int32))
getRedemption
(Inherited from OneCashFlowCalculator)
getSettlementDate
(Inherited from OneCashFlowCalculator)
getTimeToFlow
(Overrides AbstractCalculatorgetTimeToFlow(Int32))
getTotalCashFlow
(Inherited from OneCashFlowCalculator)
GetTypeGets the Type of the current instance.
(Inherited from Object)
MemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
setValues(FISADate, Redemption, Double, Int32)
(Inherited from OneCashFlowCalculator)
setValues(FISADate, Redemption, Double, DayCountBasis, Boolean, FISADate, HolidaySchedule) 
ToStringReturns a string that represents the current object.
(Inherited from Object)

Fields

See Also