FISA.NET
Calculatorcalculate
Calculate a True Yield, using adjusting cashflows that
fall on business days.
Definition
Namespace: com.ftlabs.fisa.calc
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
The true yield using adjusted cashflows that fall on business days.
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
C#
double calculateTrueYield(
double price
)VB
Function calculateTrueYield (
price As Double
) As DoubleParameters
- price Double
- the clean price.
Return Value
DoubleThe true yield using adjusted cashflows that fall on business days.
Remarks
Cashflow dates are adjusted according to a provided
HolidaySchedule and/or weekend days.
Exceptions
| CalculationException | CalculationException |