FISA.NET
Maturing
Create a new Calculator
for this Security and provided settlementDate. The maturity
Redemption will be used with
this settlementDate to create a new
Calculator.
Definition
Namespace: com.ftlabs.fisa
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
A Calculator for this Security and provided settlement date to maturity Redemption period.
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
C#
public override Calculator createCalculator(
FISADate settlementDate,
HolidaySchedule holidaySchedule
)VB
Public Overrides Function createCalculator (
settlementDate As FISADate,
holidaySchedule As HolidaySchedule
) As CalculatorParameters
- 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 for this Security and provided settlement date to maturity Redemption period.
Implements
SecuritycreateCalculator(FISADate, HolidaySchedule)Exceptions
| CalculationException | CalculationException |