DiscreteInterestRateSchedule(Double, FISADate, Double) Constructor

A convenience constructor to create a DiscreteInterestRateSchedule with an initial interest rate and a single step.

Definition

Namespace: com.ftlabs.fisa
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
C#
public DiscreteInterestRateSchedule(
	double firstInterestRate,
	FISADate conversionDate,
	double newInterestRate
)

Parameters

firstInterestRate  Double
the interestRate to use from settlementDate until the conversionDate.
conversionDate  FISADate
the date on which the newInterestRate takes effect.
newInterestRate  Double
the interest rate to be used from conversionDate to maturity.

See Also