FISA.NET
Delegating
Calculate the average price value obtained by varying the yield up and
down one basis point.
Definition
Namespace: com.ftlabs.fisa.calc
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
the average price value obtained by varying the yield up and down one basis point.
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
C#
public virtual double calculatePriceValue1BP(
double price,
double yield
)VB
Public Overridable Function calculatePriceValue1BP (
price As Double,
yield As Double
) As DoubleParameters
Return Value
Doublethe average price value obtained by varying the yield up and down one basis point.
Implements
CalculatorcalculatePriceValue1BP(Double, Double)Exceptions
| CalculationException | CalculationException |