MultiplePeriodCalculator 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 abstract class MultiplePeriodCalculator : MultipleCashFlowCalculator
Inheritance
Object    AbstractCalculator    MultipleCashFlowCalculator    MultiplePeriodCalculator
Derived

Constructors

MultiplePeriodCalculatorInitializes a new instance of the MultiplePeriodCalculator class
MultiplePeriodCalculator(FISADate, FISADate, Redemption, Double, DayCountBasis, Int32, Boolean, BusinessDayAdjustType, FISADate, FISADate, HolidaySchedule)Initializes a new instance of the MultiplePeriodCalculator class

Methods

calculateAccruedIncome
(Inherited from MultipleCashFlowCalculator)
calculateAccruedIncome(FISADate)
(Overrides AbstractCalculatorcalculateAccruedIncome(FISADate))
calculateAccruedInterest
(Inherited from AbstractCalculator)
calculateConvexity
(Inherited from MultipleCashFlowCalculator)
calculateCurrentYield
(Inherited from AbstractCalculator)
calculateEstimatedConvexity
(Inherited from AbstractCalculator)
calculateEstimatedMacaulayDuration
(Overrides AbstractCalculatorcalculateEstimatedMacaulayDuration(Double, Double, Double))
calculateEstimatedModifiedDuration(Double, Double)
(Overrides AbstractCalculatorcalculateEstimatedModifiedDuration(Double, Double))
calculateEstimatedModifiedDuration(Double, Double, Double)
(Overrides AbstractCalculatorcalculateEstimatedModifiedDuration(Double, Double, Double))
calculateInterestOnInterest
(Overrides AbstractCalculatorcalculateInterestOnInterest(Double))
calculateMacaulayDuration
(Inherited from MultipleCashFlowCalculator)
calculateModifiedDuration(Double)
(Inherited from MultipleCashFlowCalculator)
calculateModifiedDuration(Double, Double)
(Inherited from MultipleCashFlowCalculator)
calculatePeriodicYield
(Inherited from AbstractCalculator)
calculatePrice
(Inherited from AbstractCalculator)
calculatePriceValue1BP
(Inherited from AbstractCalculator)
calculateTotalInterestFlows
(Inherited from AbstractCalculator)
calculateTrueYield
(Inherited from MultipleCashFlowCalculator)
calculateYield
(Inherited from AbstractCalculator)
calculateYieldValue1_32
(Overrides AbstractCalculatorcalculateYieldValue1_32(Double))
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 AbstractCalculator)
getCashFlowDate(Int32)
(Overrides AbstractCalculatorgetCashFlowDate(Int32))
getCashFlowDate(Int32, FISADate)
(Overrides AbstractCalculatorgetCashFlowDate(Int32, FISADate))
getDaysAccrued
(Overrides AbstractCalculatorgetDaysAccrued)
GetHashCodeServes as the default hash function.
(Inherited from Object)
getInterest
(Inherited from AbstractCalculator)
getInterestAccrualDate
(Overrides AbstractCalculatorgetInterestAccrualDate)
getPeriodicTimeToFlow
(Overrides AbstractCalculatorgetPeriodicTimeToFlow(Int32))
getPrincipal
(Overrides AbstractCalculatorgetPrincipal(Int32))
getRedemption
(Overrides AbstractCalculatorgetRedemption)
getSettlementDate
(Overrides AbstractCalculatorgetSettlementDate)
getTimeToFlow
(Overrides AbstractCalculatorgetTimeToFlow(Int32))
getTotalCashFlow
(Overrides AbstractCalculatorgetTotalCashFlow(Int32))
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 
ToStringReturns a string that represents the current object.
(Inherited from Object)

Fields

See Also