SteppedCouponSecuritysetSingleStep Method

A convenience method to clear the InterestRateSchedule and set an initial interest rate with a single step.

Definition

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

C#

public void setSingleStep(
	double firstInterestRate,
	FISADate conversionDate,
	double newInterestRate
)

VB

Public Sub setSingleStep ( 
	firstInterestRate As Double,
	conversionDate As FISADate,
	newInterestRate As Double
)

Parameters

firstInterestRate Double: the interestRate to use from settlementDate until the conversionDate.
conversionDate FISADate: the date on which the newInterestRate takes effect.
newInterestRate Double: the interest rate to be used from conversionDate to maturity.

See Also

Reference

SteppedCouponSecurity Class

com.ftlabs.fisa Namespace