SteppedCouponCalculator 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 abstract class SteppedCouponCalculator : MultiplePeriodCalculator, 
	IDisposable
Inheritance
Object    AbstractCalculator    MultipleCashFlowCalculator    MultiplePeriodCalculator    SteppedCouponCalculator
Derived
Implements
IDisposable

Constructors

Methods

calculateAccruedIncome
(Inherited from MultipleCashFlowCalculator)
calculateAccruedIncome(FISADate)
(Overrides MultiplePeriodCalculatorcalculateAccruedIncome(FISADate))
calculateAccruedInterest
(Inherited from AbstractCalculator)
calculateConvexity
(Inherited from MultipleCashFlowCalculator)
calculateCurrentYield
(Overrides AbstractCalculatorcalculateCurrentYield(Double))
calculateEstimatedConvexity
(Inherited from AbstractCalculator)
calculateEstimatedMacaulayDuration
(Inherited from MultiplePeriodCalculator)
calculateEstimatedModifiedDuration(Double, Double)
(Inherited from MultiplePeriodCalculator)
calculateEstimatedModifiedDuration(Double, Double, Double)
(Inherited from MultiplePeriodCalculator)
calculateInterestOnInterest
(Inherited from MultiplePeriodCalculator)
calculateMacaulayDuration
(Inherited from MultipleCashFlowCalculator)
calculateModifiedDuration(Double)
(Inherited from MultipleCashFlowCalculator)
calculateModifiedDuration(Double, Double)
(Inherited from MultipleCashFlowCalculator)
calculatePeriodicYield
(Overrides AbstractCalculatorcalculatePeriodicYield(Double))
calculatePrice
(Inherited from AbstractCalculator)
calculatePriceValue1BP
(Inherited from AbstractCalculator)
calculateTotalInterestFlows
(Inherited from AbstractCalculator)
calculateTrueYield
(Inherited from MultipleCashFlowCalculator)
calculateYield
(Overrides AbstractCalculatorcalculateYield(Double))
calculateYieldValue1_32
(Inherited from MultiplePeriodCalculator)
DisposeReleases all resources used by the SteppedCouponCalculator
Dispose(Boolean)Releases the unmanaged resources used by the SteppedCouponCalculator and optionally releases the managed resources
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
(Overrides AbstractCalculatorgetCashFlowCount)
getCashFlowDate(Int32)
(Inherited from MultiplePeriodCalculator)
getCashFlowDate(Int32, FISADate)
(Inherited from MultiplePeriodCalculator)
getDaysAccrued
(Inherited from MultiplePeriodCalculator)
GetHashCodeServes as the default hash function.
(Inherited from Object)
getInterest
(Inherited from AbstractCalculator)
getInterestAccrualDate
(Inherited from MultiplePeriodCalculator)
getPeriodicTimeToFlow
(Inherited from MultiplePeriodCalculator)
getPrincipal
(Inherited from MultiplePeriodCalculator)
getRedemption
(Inherited from MultiplePeriodCalculator)
getSettlementDate
(Inherited from MultiplePeriodCalculator)
getTimeToFlow
(Inherited from MultiplePeriodCalculator)
getTotalCashFlow
(Inherited from MultiplePeriodCalculator)
GetTypeGets the Type of the current instance.
(Inherited from Object)
MemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
setInterestFrequency
(Inherited from MultipleCashFlowCalculator)
setValues(FISADate, FISADate, Redemption, Double, DayCountBasis, Int32, Boolean, BusinessDayAdjustType, FISADate, FISADate, HolidaySchedule)
(Inherited from MultiplePeriodCalculator)
setValues(FISADate, FISADate, Redemption, Double, InterestRateSchedule, DayCountBasis, Int32, Boolean, BusinessDayAdjustType, FISADate, FISADate, HolidaySchedule) 
ToStringReturns a string that represents the current object.
(Inherited from Object)

Fields

See Also