SimpleYTRMultiplePeriodCalculator Class

Definition

Namespace: com.ftlabs.fisa.calc
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
C#
public class SimpleYTRMultiplePeriodCalculator : FixedInterestRateCalculator
Inheritance
Object    AbstractCalculator    MultipleCashFlowCalculator    MultiplePeriodCalculator    FixedInterestRateCalculator    SimpleYTRMultiplePeriodCalculator

Constructors

Methods

calculateAccruedIncome
(Inherited from MultipleCashFlowCalculator)
calculateAccruedIncome(FISADate)
(Inherited from FixedInterestRateCalculator)
calculateAccruedInterest
(Inherited from FixedInterestRateCalculator)
calculateConvexity
(Inherited from MultipleCashFlowCalculator)
calculateCurrentYield
(Inherited from FixedInterestRateCalculator)
calculateEstimatedConvexity
(Inherited from FixedInterestRateCalculator)
calculateEstimatedMacaulayDuration
(Inherited from MultiplePeriodCalculator)
calculateEstimatedModifiedDuration(Double, Double)
(Inherited from MultiplePeriodCalculator)
calculateEstimatedModifiedDuration(Double, Double, Double)
(Inherited from MultiplePeriodCalculator)
calculateInterestOnInterest
(Inherited from MultiplePeriodCalculator)
calculateMacaulayDuration
(Inherited from MultipleCashFlowCalculator)
calculateModifiedDuration(Double)
(Inherited from MultipleCashFlowCalculator)
calculateModifiedDuration(Double, Double)
(Inherited from MultipleCashFlowCalculator)
calculatePeriodicYield
(Inherited from FixedInterestRateCalculator)
calculatePrice
(Overrides FixedInterestRateCalculatorcalculatePrice(Double))
calculatePriceValue1BP
(Inherited from FixedInterestRateCalculator)
calculateTotalInterestFlows
(Inherited from AbstractCalculator)
calculateTrueYield
(Inherited from FixedInterestRateCalculator)
calculateYield
(Overrides FixedInterestRateCalculatorcalculateYield(Double))
calculateYieldValue1_32
(Inherited from MultiplePeriodCalculator)
Dispose
(Inherited from FixedInterestRateCalculator)
Dispose(Boolean)
(Inherited from FixedInterestRateCalculator)
EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
FinalizeAllows 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 FixedInterestRateCalculator)
getCashFlowDate(Int32)
(Inherited from MultiplePeriodCalculator)
getCashFlowDate(Int32, FISADate)
(Inherited from MultiplePeriodCalculator)
getDaysAccrued
(Inherited from MultiplePeriodCalculator)
GetHashCodeServes as the default hash function.
(Inherited from Object)
getInterest
(Inherited from FixedInterestRateCalculator)
getInterestAccrualDate
(Inherited from MultiplePeriodCalculator)
getPeriodicTimeToFlow
(Inherited from MultiplePeriodCalculator)
getPrincipal
(Inherited from MultiplePeriodCalculator)
getRedemption
(Inherited from MultiplePeriodCalculator)
getSettlementDate
(Inherited from MultiplePeriodCalculator)
getTimeToFlow
(Inherited from MultiplePeriodCalculator)
getTotalCashFlow
(Inherited from MultiplePeriodCalculator)
GetTypeGets the Type of the current instance.
(Inherited from Object)
MemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
setInterestFrequency
(Inherited from MultipleCashFlowCalculator)
setUseFullPrice
(Inherited from FixedInterestRateCalculator)
setValues(FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate)
(Inherited from FixedInterestRateCalculator)
setValues(FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate) 
setValues(FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
(Inherited from FixedInterestRateCalculator)
setValues(FISADate, FISADate, Redemption, Double, DayCountBasis, Int32, Boolean, BusinessDayAdjustType, FISADate, FISADate, HolidaySchedule)
(Inherited from MultiplePeriodCalculator)
setValues(FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, BusinessDayAdjustType, FISADate, FISADate, HolidaySchedule) 
ToStringReturns a string that represents the current object.
(Inherited from Object)

Fields

See Also