FISA.NET
com.
Classes
| AbstractCalculator | |
| AbstractYieldConvergence | |
| AdjustedCashFlowSchedule | Business date adjusted implementation of CashFlowSchedule. |
| BinaryYieldConvergence | |
| CalculationException | |
| CalculationExceptionFactory | |
| CashFlow | A class to store the interest, principal and date of a single cash flow. |
| CashFlowCalculator | An implementation of Calculator for use with any implementation of CashFlowSchedule. |
| CDCalculatorFactory | |
| CDFixedInterestRateCalculator | |
| CDLastPeriodCalculator | |
| CDSteppedCouponCalculator | |
| CDTrueYieldConvergable | This class is used by CD Calculator implementations to calculate True Yield. |
| CEYQuote | |
| CouponDateGenerator | |
| DefaultAnalytics | An implementation of Analytics that attempts to balance memory and CPU usage by caching only the values with more complex formulas, and values that are needed for multiple methods. |
| DefaultYieldConvergence | |
| DelegatingCalculator | This interface provides calculation methods that are tuned specifically for the implemented security and for a particular settlement to Redemption period. |
| DiscountCalculator | |
| DiscountQuote | |
| DiscountQuoteAnalytics | An implementation of QuoteAnalytics that includes methods for retrieving extended Discount calculations, such as discount, CEY and BEY. |
| FirstPeriodSimpleInterestCalculator | |
| FirstPeriodSimpleInterestCalculatorFactory | |
| FixedInterestRateCalculator | |
| FixedInterestRateCalculatorPeriodicYieldConvergable | |
| GenericCashFlowSchedule | This implementation of CashFlowSchedule requires the user to add each specific cash flow. Cash flows are not generated by this implementation. |
| InflationIndexedCalculator | |
| InflationIndexedQuoteAnalytics | An implementation of QuoteAnalytics that includes methods for retrieving extended Inflation Indexed values, such as index ratio, adjusted price, and adjusted accrued interest. |
| InterestAtMaturityCalculator | |
| JapaneseCalculator | This is an implemenation of Calculator for Japanese Government securities. |
| JapaneseCalculatorFactory | |
| LastPeriodCalculator | |
| LastPeriodCompoundInterestCalculator | |
| LastPeriodSimpleInterestCalculator | |
| MSRBCalculatorFactory | |
| MSRBFixedInterestRateCalculator | |
| MSRBOneLongPeriodCalculator | |
| MSRBOneShortPeriodCalculator | |
| MSRBSteppedCouponCalculator | |
| MultipleCashFlowCalculator | |
| MultiplePeriodCalculator | |
| OneCashFlowCalculator | |
| PeriodicYieldConvergable | This class is used by several Calculator implementations to calculate a periodic yield for use in the actual duration/convexity methods. |
| PerpetualPreferredCalculator | |
| PreferredCalculator | Abstract Calculator implementation for Preferred securities that includes additional analytic values that are applicable to Preferred securities. |
| PreferredFixedInterestRateCalculator | |
| PreferredQuoteAnalytics | An implementation of QuoteAnalytics that includes methods for retrieving extended Preferred values, such as accrued dividend, strip price/yield and annual dividend. |
| PriceQuote | |
| QuoteAnalytics | |
| RYCalculatorFactory | |
| RYMMYCalculatorFactory | |
| SimpleYTRCalculatorFactory | |
| SimpleYTRMultiplePeriodCalculator | |
| SpreadQuote | |
| SteppedCouponCalculator | |
| SteppedCouponCompoundingCalculator | |
| TrueYieldConvergable | This class is used by several Calculator implementations to calculate True Yield. |
| YieldQuote | |
| ZeroCouponCalculator |
Interfaces
| Analytics | |
| Calculator | This interface provides calculation methods that are tuned specifically for the implemented security and for a particular settlement to Redemption period. |
| CalculatorFactory | |
| CashFlowSchedule | This interface provides methods for retrieving both interest and principal cash flows and their dates. |
| Quote | |
| YieldConvergable | |
| YieldConvergence |