CalculatorcalculatePriceValue1BP Method

Calculate the average price value obtained by varying the yield up and down one basis point.

Definition

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

C#

double calculatePriceValue1BP(
	double price,
	double yield
)

VB

Function calculatePriceValue1BP ( 
	price As Double,
	yield As Double
) As Double

Parameters

price Double
yield Double

Return Value

Double
the average price value obtained by varying the yield up and down one basis point.

Exceptions

CalculationException

CalculationException

See Also

Reference

Calculator Interface

com.ftlabs.fisa.calc Namespace