AbstractPreferredSecuritycreateCalculator(FISADate, FISADate, Redemption, HolidaySchedule) Method

Create a Calculator for this Security and provided tradeDate/settlementDate to Redemption period.

Definition

Namespace: com.ftlabs.fisa
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
C#
public abstract Calculator createCalculator(
	FISADate tradeDate,
	FISADate settlementDate,
	Redemption redemption,
	HolidaySchedule holidaySchedule
)

Parameters

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.

Return Value

Calculator
A Calculator for this Security and provided tradeDate/settlementDate to Redemption period.

Exceptions

CalculationException CalculationException

See Also