CDSteppedCouponCalculator 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 CDSteppedCouponCalculator : SteppedCouponCalculator
Inheritance
Object    AbstractCalculator    MultipleCashFlowCalculator    MultiplePeriodCalculator    SteppedCouponCalculator    CDSteppedCouponCalculator

Constructors

Methods

calculateAccruedIncome
(Inherited from MultipleCashFlowCalculator)
calculateAccruedIncome(FISADate)
(Inherited from SteppedCouponCalculator)
calculateAccruedInterest
(Overrides AbstractCalculatorcalculateAccruedInterest)
calculateConvexity
(Inherited from MultipleCashFlowCalculator)
calculateCurrentYield
(Inherited from SteppedCouponCalculator)
calculateEstimatedConvexity
(Overrides AbstractCalculatorcalculateEstimatedConvexity(Double, Double, Double))
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
(Inherited from SteppedCouponCalculator)
calculatePrice
(Overrides AbstractCalculatorcalculatePrice(Double))
calculatePriceValue1BP
(Overrides AbstractCalculatorcalculatePriceValue1BP(Double, Double))
calculateTotalInterestFlows
(Inherited from AbstractCalculator)
calculateTrueYield
(Overrides MultipleCashFlowCalculatorcalculateTrueYield(Double))
calculateYield
(Inherited from SteppedCouponCalculator)
calculateYieldValue1_32
(Inherited from MultiplePeriodCalculator)
Dispose
(Inherited from SteppedCouponCalculator)
Dispose(Boolean)Releases the unmanaged resources used by the CDSteppedCouponCalculator and optionally releases the managed resources
(Overrides SteppedCouponCalculatorDispose(Boolean))
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 SteppedCouponCalculator)
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
(Overrides AbstractCalculatorgetInterest(Int32))
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, Redemption, Double, InterestRateSchedule, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule) 
setValues(FISADate, Redemption, Double, InterestRateSchedule, DayCountBasis, Int32, Boolean, BusinessDayAdjustType, FISADate, FISADate, HolidaySchedule) 
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)
(Inherited from SteppedCouponCalculator)
ToStringReturns a string that represents the current object.
(Inherited from Object)

Fields

See Also