SteppedCouponSecurity Class

Definition

Namespace: com.ftlabs.fisa
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
C#
public class SteppedCouponSecurity : PeriodicInterestPaymentSecurity, 
	IDisposable
Inheritance
Object    AbstractSecurity    MaturingSecurity    MaturingCallableSecurity    PeriodicInterestPaymentSecurity    SteppedCouponSecurity
Implements
IDisposable

Constructors

SteppedCouponSecurityInitializes a new instance of the SteppedCouponSecurity class

Methods

addStep(FISADate, Double) Add a new step to the InterestRateSchedule.
addStep(FISADate, FISADate, Double) 
clearSteps Clears the InterestRateSchedule.
createCalculator(FISADate) Create a new Calculator for this Security and provided settlementDate. The maturity Redemption will be used with this settlementDate to create a new Calculator.
(Inherited from MaturingSecurity)
createCalculator(FISADate, Redemption)
(Inherited from AbstractSecurity)
createCalculator(FISADate, HolidaySchedule) Create a new Calculator for this Security and provided settlementDate. The maturity Redemption will be used with this settlementDate to create a new Calculator.
(Inherited from MaturingSecurity)
createCalculator(FISADate, Redemption, HolidaySchedule)
(Overrides AbstractSecuritycreateCalculator(FISADate, Redemption, HolidaySchedule))
createQuoteAnalytics(Quote, FISADate)
(Inherited from AbstractSecurity)
createQuoteAnalytics(Quote, FISADate, HolidaySchedule)
(Inherited from MaturingCallableSecurity)
DisposeReleases all resources used by the SteppedCouponSecurity
Dispose(Boolean)Releases the unmanaged resources used by the SteppedCouponSecurity and optionally releases the managed resources
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)
generateCallLastInterestDate
(Inherited from PeriodicInterestPaymentSecurity)
getBusinessDayAdjustType Get the BusinessDayAdjustType.
(Inherited from AbstractSecurity)
getCallSchedule
(Inherited from MaturingCallableSecurity)
getDatedDateGet the DatedDate set for this Security
(Inherited from AbstractSecurity)
getDayCountBasis Get the DayCountBasis.
(Inherited from AbstractSecurity)
getFirstInterestDateGet the firstInterestDate.
(Inherited from PeriodicInterestPaymentSecurity)
GetHashCodeServes as the default hash function.
(Inherited from Object)
getInterestFrequencyGet the interest frequency.
(Inherited from PeriodicInterestPaymentSecurity)
getInterestFrequencyValueGet the interest frequency as an integer value.
(Inherited from PeriodicInterestPaymentSecurity)
getInterestRateSchedule Get the InterestRateSchedule that is currently in use.
getMarket Get the Market for this Security.
(Inherited from AbstractSecurity)
getMaturity Get the maturity Redemption.
(Inherited from MaturingSecurity)
getMaturityDate A convenience method to get the maturity date bound to the maturity Redemption.
(Inherited from MaturingSecurity)
getNextInterestPaymentDate Get the next interest payment date on or after the provided date.
(Inherited from PeriodicInterestPaymentSecurity)
getParValueGet the parValue.
(Inherited from AbstractSecurity)
getRedemption
(Inherited from MaturingCallableSecurity)
getRedemptionCount
(Inherited from MaturingCallableSecurity)
GetTypeGets the Type of the current instance.
(Inherited from Object)
isEomAdjust Get the EOM Adjust flag, which determines whether the End Of Month Adjustment rule should be used while calculating days for this Security.
(Inherited from AbstractSecurity)
MemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
setBusinessDayAdjustType Set the BusinessDayAdjustType.
(Inherited from AbstractSecurity)
setCallSchedule
(Inherited from MaturingCallableSecurity)
setDatedDateSet the DatedDate for this Security
(Inherited from AbstractSecurity)
setDayCountBasis Set the DayCountBasis.
(Inherited from AbstractSecurity)
setEomAdjust Set the EOM Adjust flag, which determines whether the End Of Month Adjustment rule should be used while calculating days for this Security.
(Inherited from AbstractSecurity)
setFirstInterestDateSet the firstInterestDate.
(Inherited from PeriodicInterestPaymentSecurity)
setInterestFrequencySet the interestFrequency.
(Inherited from PeriodicInterestPaymentSecurity)
setMaturity(FISADate) Sets maturity to a new Redemption object for the given maturityDate with a default redemption value of 100.0.
(Inherited from MaturingSecurity)
setMaturity(Redemption) Set the maturity Redemption.
(Inherited from MaturingSecurity)
setMaturity(FISADate, Double) Sets maturity to a new Redemption object for the given maturityDate and redemptionValue.
(Inherited from MaturingSecurity)
setParValueSet the parValue.
(Inherited from AbstractSecurity)
setSingleStep A convenience method to clear the InterestRateSchedule and set an initial interest rate with a single step.
ToStringReturns a string that represents the current object.
(Inherited from Object)

See Also