| calculateAccruedIncome |
(Overrides AbstractCalculatorcalculateAccruedIncome) |
| calculateAccruedIncome(FISADate) |
(Overrides AbstractCalculatorcalculateAccruedIncome(FISADate)) |
| calculateAccruedInterest |
(Overrides AbstractCalculatorcalculateAccruedInterest) |
| calculateConvexity |
(Overrides AbstractCalculatorcalculateConvexity(Double)) |
| calculateCurrentYield |
(Overrides AbstractCalculatorcalculateCurrentYield(Double)) |
| calculateEstimatedConvexity |
(Overrides AbstractCalculatorcalculateEstimatedConvexity(Double, Double, Double)) |
| calculateEstimatedMacaulayDuration |
(Overrides AbstractCalculatorcalculateEstimatedMacaulayDuration(Double, Double, Double)) |
| calculateEstimatedModifiedDuration(Double, Double) |
(Overrides AbstractCalculatorcalculateEstimatedModifiedDuration(Double, Double)) |
| calculateEstimatedModifiedDuration(Double, Double, Double) |
(Overrides AbstractCalculatorcalculateEstimatedModifiedDuration(Double, Double, Double)) |
| calculateInterestOnInterest |
(Overrides AbstractCalculatorcalculateInterestOnInterest(Double)) |
| calculateMacaulayDuration |
(Overrides AbstractCalculatorcalculateMacaulayDuration(Double)) |
| calculateModifiedDuration(Double) |
(Overrides AbstractCalculatorcalculateModifiedDuration(Double)) |
| calculateModifiedDuration(Double, Double) |
(Overrides AbstractCalculatorcalculateModifiedDuration(Double, Double)) |
| calculatePeriodicYield |
(Overrides AbstractCalculatorcalculatePeriodicYield(Double)) |
| calculatePrice |
(Overrides AbstractCalculatorcalculatePrice(Double)) |
| calculatePriceValue1BP |
(Overrides AbstractCalculatorcalculatePriceValue1BP(Double, Double)) |
| calculateTotalInterestFlows |
(Inherited from AbstractCalculator) |
| calculateTrueYield |
(Overrides AbstractCalculatorcalculateTrueYield(Double)) |
| calculateYield |
(Overrides AbstractCalculatorcalculateYield(Double)) |
| calculateYieldValue1_32 |
(Overrides AbstractCalculatorcalculateYieldValue1_32(Double)) |
| Equals | Determines whether the specified object is equal to the current object.
(Inherited from Object) |
| Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object) |
| getCashFlowCount |
Get the number of cashflows within the bounding settlement to
Redemption period.
(Overrides AbstractCalculatorgetCashFlowCount) |
| getCashFlowDate(Int32) |
Get a cash flow date for a particular cashflow, as specified by
the provided cashFlowIndex.
(Overrides AbstractCalculatorgetCashFlowDate(Int32)) |
| getCashFlowDate(Int32, FISADate) |
Set the provided FISADate to the cash flow date of a particular
cashflow, as specified by the provided cashFlowIndex.
(Overrides AbstractCalculatorgetCashFlowDate(Int32, FISADate)) |
| getDaysAccrued |
(Overrides AbstractCalculatorgetDaysAccrued) |
| GetHashCode | Serves as the default hash function.
(Inherited from Object) |
| getInterest |
Get the interest to be paid for a particular cashflow, as specified
by cashFlowIndex.
(Overrides AbstractCalculatorgetInterest(Int32)) |
| getInterestAccrualDate |
(Overrides AbstractCalculatorgetInterestAccrualDate) |
| getPeriodicTimeToFlow |
Get the periodic time to flow as calculated with an actual day count
method for a particular cashflow, as specified by cashFlowIndex. This
value is generally used in actual convexity and duration methods.
(Overrides AbstractCalculatorgetPeriodicTimeToFlow(Int32)) |
| getPrincipal |
Get the principal to be paid for a particular cashflow, as specified
by cashFlowIndex.
(Overrides AbstractCalculatorgetPrincipal(Int32)) |
| getRedemption |
(Overrides AbstractCalculatorgetRedemption) |
| getSettlementDate |
(Overrides AbstractCalculatorgetSettlementDate) |
| getTimeToFlow |
Get the time to flow for a particular cashflow, as specified by
cashFlowIndex.
(Overrides AbstractCalculatorgetTimeToFlow(Int32)) |
| getTotalCashFlow |
Get the principal and interest to be paid for a particular cashflow,
as specified by cashFlowIndex.
(Overrides AbstractCalculatorgetTotalCashFlow(Int32)) |
| GetType | Gets the Type of the current instance.
(Inherited from Object) |
| MemberwiseClone | Creates a shallow copy of the current Object.
(Inherited from Object) |
| setValues(CashFlowSchedule, FISADate, Double, Double, DayCountBasis, Int32, Boolean) | |
| setValues(CashFlowSchedule, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate) | |
| ToString | Returns a string that represents the current object.
(Inherited from Object) |