QuoteAnalytics 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 QuoteAnalytics : Analytics, 
	IDisposable
Inheritance
Object    QuoteAnalytics
Derived
Implements
Analytics, IDisposable

Constructors

QuoteAnalyticsInitializes a new instance of the QuoteAnalytics class

Methods

DisposeReleases all resources used by the QuoteAnalytics
Dispose(Boolean)Releases the unmanaged resources used by the QuoteAnalytics 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)
getAccruedInterest Get the Accrued Interest for this Security and Settlement Date.
getAnalytics Get the Analytics object with values calculated to the provided Redemption. If the provided Redemption does not belong to the parent Security, a CalculationException with an errorCode of 5000 is thrown.
getCashFlowCount 
getCashFlowDate 
getCashFlowInterest 
getCashFlowPrincipal 
getConvexity Get the Convexity calculated to the Redemption that produces the lowest yield.
getDaysAccrued Get the number of days accrued since the interest acccrual date to the settlement date.
getEstimatedConvexity Get the Estimated Convesity calculated to the Redemption that produces the lowest yield.
getEstimatedMacaulayDuration Get the Estimated Macaulay Duration calculated to the Redemption that produces the lowest yield.
getEstimatedModifiedDuration Get the Estimated Modified Duration calculated to the Redemption that produces the lowest yield.
GetHashCodeServes as the default hash function.
(Inherited from Object)
getInterestOnInterest Get the Interest on Interest to the Redemption that produces the lowest yield using YTW as the reinvestment yield.
getInterestOnInterest(Double) Get the Interest on Interest to the Redemption that produces the lowest yield using the provided reinvestment yield.
getLowestYieldAnalytics Get the Analytics object with values calculated to the Redemption that produces the lowest yield.
getMacaulayDuration Get the Macaulay Duration calculated to the Redemption that produces the lowest yield.
getMaturityAnalytics A convenience method to get the Analytics object with values calculated to Maturity.
getModifiedDuration Get the Modified Duration calculated to the Redemption that produces the lowest yield.
getPrice Get the price for this quote.
getPriceValue1BP Get the Price Value 1 Basis Point calculated to the Redemption that produces the lowest yield.
getRedemption Get the Redemption for which the lowest yield was calculated.
getRedemption(Int32) Get the Redemption at the specified index.
getRedemptionCount Get the number of Redemptions available in this QuoteAnalytics, object including all applicable calls and maturity.
getTotalCashFlow 
getTotalInterestFlows Get the Total Interest cash flows to the Redemption that produces the lowest yield.
getTrueYield Get the true yield calculated to the Redemption that produces the lowest yield.
GetTypeGets the Type of the current instance.
(Inherited from Object)
getYield Get the lowest yield of all the yields calculated for each of the available Redemptions.
getYieldValue1_32 Get the Yield Value 1/32 calculated to the Redemption that produces the lowest yield.
getYTC A convenience method used to retrieve the yield to the next call, whether the next call is a par call or premium call. If the Security for which this QuoteAnalytics object was created is non-callable, this method will return 0.0.
getYTM A convenience method to retrieve the yield to maturity. For Perpetual Securities, this method will return current yield.
getYTP A convenience method used to retrieve the yield to the next par call. If the next call is a par call, this method will return the same value as the getYTC() method. If the Security for which this QuoteAnalytics object was created is non-callable or has no future par calls, this method will return 0.0.
getYTW Returns the lowest yield of all the yields calculated for each of the available Redemptions.
getYTWDate A convenience method to retrieve the date to which the lowest yield was calculated from all the available Redemptions.
MemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
ToStringReturns a string that represents the current object.
(Inherited from Object)

See Also