AbstractPreferredSecuritycreateCalculator(FISADate, FISADate, Redemption, HolidaySchedule) Method
Namespace: com.ftlabs.fisaAssembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
public abstract Calculator createCalculator(
FISADate tradeDate,
FISADate settlementDate,
Redemption redemption,
HolidaySchedule holidaySchedule
)
Public MustOverride Function createCalculator (
tradeDate As FISADate,
settlementDate As FISADate,
redemption As Redemption,
holidaySchedule As HolidaySchedule
) As Calculator
- tradeDate FISADate
-
the binding tradeDate for which all calculations will be run.
- settlementDate FISADate
-
the binding settlementDate for which all calculations will be run.
- redemption Redemption
-
the binding Redemption to which
all calculations will be run.
- holidaySchedule HolidaySchedule
-
A HolidaySchedule to be used for calculating True Yield.
If null, only weekend days will be used for cash flow date adjustments.
Calculator
A
Calculator
for this Security and provided tradeDate/settlementDate to
Redemption period.