MSRBOneShortPeriodCalculator Class

Definition

Namespace: com.ftlabs.fisa.calc
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)

public class MSRBOneShortPeriodCalculator : LastPeriodSimpleInterestCalculator

Public Class MSRBOneShortPeriodCalculator
	Inherits LastPeriodSimpleInterestCalculator

Inheritance: Object AbstractCalculator OneCashFlowCalculator LastPeriodCalculator LastPeriodSimpleInterestCalculator MSRBOneShortPeriodCalculator

Constructors

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

Methods

calculateAccruedIncome	(Inherited from OneCashFlowCalculator)
calculateAccruedIncome(FISADate)	(Inherited from LastPeriodCalculator)
calculateAccruedInterest	(Inherited from LastPeriodSimpleInterestCalculator)
calculateConvexity	(Inherited from OneCashFlowCalculator)
calculateCurrentYield	(Inherited from LastPeriodSimpleInterestCalculator)
calculateEstimatedConvexity	(Inherited from LastPeriodCalculator)
calculateEstimatedMacaulayDuration	(Inherited from LastPeriodCalculator)
calculateEstimatedModifiedDuration(Double, Double)	(Inherited from LastPeriodCalculator)
calculateEstimatedModifiedDuration(Double, Double, Double)	(Inherited from LastPeriodCalculator)
calculateInterestOnInterest	(Inherited from OneCashFlowCalculator)
calculateMacaulayDuration	(Inherited from OneCashFlowCalculator)
calculateModifiedDuration(Double)	(Inherited from OneCashFlowCalculator)
calculateModifiedDuration(Double, Double)	(Inherited from OneCashFlowCalculator)
calculatePeriodicYield	(Inherited from OneCashFlowCalculator)
calculatePrice	(Overrides LastPeriodSimpleInterestCalculatorcalculatePrice(Double))
calculatePriceValue1BP	(Inherited from LastPeriodCalculator)
calculateTotalInterestFlows	(Inherited from AbstractCalculator)
calculateTrueYield	(Inherited from LastPeriodSimpleInterestCalculator)
calculateYield	(Overrides LastPeriodSimpleInterestCalculatorcalculateYield(Double))
calculateYieldValue1_32	(Inherited from LastPeriodCalculator)
Equals	Determines whether the specified object is equal to the current object. (Inherited from Object)
Finalize	Allows 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 OneCashFlowCalculator)
getCashFlowDate(Int32)	(Inherited from OneCashFlowCalculator)
getCashFlowDate(Int32, FISADate)	(Inherited from OneCashFlowCalculator)
getDaysAccrued	(Inherited from LastPeriodCalculator)
GetHashCode	Serves as the default hash function. (Inherited from Object)
getInterest	(Inherited from LastPeriodSimpleInterestCalculator)
getInterestAccrualDate	(Inherited from LastPeriodCalculator)
getPeriodicTimeToFlow	(Inherited from LastPeriodCalculator)
getPrincipal	(Inherited from LastPeriodCalculator)
getRedemption	(Inherited from OneCashFlowCalculator)
getSettlementDate	(Inherited from OneCashFlowCalculator)
getTimeToFlow	(Inherited from LastPeriodCalculator)
getTotalCashFlow	(Inherited from OneCashFlowCalculator)
GetType	Gets the Type of the current instance. (Inherited from Object)
MemberwiseClone	Creates a shallow copy of the current Object. (Inherited from Object)
setUseFullPrice	(Inherited from LastPeriodSimpleInterestCalculator)
setValues(FISADate, Redemption, Double, Int32)	(Inherited from OneCashFlowCalculator)
setValues(FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean)	(Inherited from LastPeriodSimpleInterestCalculator)
setValues(FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, HolidaySchedule)
setValues(FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, HolidaySchedule)	(Inherited from LastPeriodSimpleInterestCalculator)
setValues(FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, BusinessDayAdjustType, HolidaySchedule)
setValues(FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, BusinessDayAdjustType, HolidaySchedule)	(Inherited from LastPeriodSimpleInterestCalculator)
ToString	Returns a string that represents the current object. (Inherited from Object)

Fields

act_df	(Inherited from LastPeriodCalculator)
aif	(Inherited from LastPeriodCalculator)
dayCountBasis	(Inherited from LastPeriodCalculator)
daysAccrued	(Inherited from LastPeriodCalculator)
df	(Inherited from LastPeriodCalculator)
eomAdjust	(Inherited from LastPeriodCalculator)
interestAccrualDate	(Inherited from LastPeriodCalculator)
interestFrequency	(Inherited from OneCashFlowCalculator)
interestRate	(Inherited from LastPeriodCalculator)
lcf	(Inherited from LastPeriodCalculator)
parValue	(Inherited from OneCashFlowCalculator)
redemption	(Inherited from OneCashFlowCalculator)
settlementDate	(Inherited from OneCashFlowCalculator)
taxAdjustedInterestRate	(Inherited from LastPeriodSimpleInterestCalculator)
taxAdjustedRedemptionValue	(Inherited from LastPeriodSimpleInterestCalculator)
ty_df	(Inherited from LastPeriodCalculator)
useFullPrice	(Inherited from LastPeriodSimpleInterestCalculator)

MSRBOneShortPeriodCalculator Class

Definition

Constructors

Methods

Fields

See Also

Reference