FISA C++  1.10
com::ftlabs::fisa::calc::AbstractCalculator Member List
This is the complete list of members for com::ftlabs::fisa::calc::AbstractCalculator, including all inherited members.
AbstractCalculator(void)com::ftlabs::fisa::calc::AbstractCalculator [protected]
calculateAccruedIncome(void) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
calculateAccruedIncome(const FISADate &salesDate) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
calculateAccruedInterest() const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
calculateApproximateYield(double price, double redemptionValue, double interestRate, int interestFrequency, int remainingPeriods)com::ftlabs::fisa::calc::AbstractCalculator [protected, static]
calculateConvexity(double periodicYield) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
calculateCurrentYield(double price) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
calculateEstimatedConvexity(double pv1b, double price, double yield) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
calculateEstimatedMacaulayDuration(double pv1b, double price, double yield) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
calculateEstimatedModifiedDuration(double pv1b, double price, double yield) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
calculateEstimatedModifiedDuration(double duration, double yield) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
calculateInterestOnInterest(double reinvestmentYield) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
calculateMacaulayDuration(double periodicYield) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
calculateModifiedDuration(double periodicYield) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
calculateModifiedDuration(double macaulayDuration, double periodicYield) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
calculateMPCIPrice(double yield, double redemptionValue, double interestRate, int interestFrequency, int remainingPeriods, double aif, double df, double fcf, double lcf, double ldf)com::ftlabs::fisa::calc::AbstractCalculator [protected, static]
calculatePeriodicYield(double price) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
calculatePrice(double yield) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
calculatePriceValue1BP(double price, double yield) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
calculateSPSIPrice(double yield, double redemptionValue, double interestRate, int interestFrequency, double aif, double df, double lcf)com::ftlabs::fisa::calc::AbstractCalculator [protected, static]
calculateSPSIYield(double price, double redemptionValue, double interestRate, int interestFrequency, double aif, double df, double lcf)com::ftlabs::fisa::calc::AbstractCalculator [protected, static]
calculateTotalInterestFlows(void) const com::ftlabs::fisa::calc::AbstractCalculator [protected, virtual]
calculateTrueYield(double price) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
calculateYield(double price) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
calculateYieldValue1_32(double pv1b) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
Calculator(void)com::ftlabs::fisa::calc::Calculator [inline, protected]
CashFlowSchedule(void)com::ftlabs::fisa::calc::CashFlowSchedule [inline, protected]
clone(void) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
getCashFlowCount() const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
getCashFlowDate(int cashFlowIndex) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
getCashFlowDate(int cashFlowIndex, FISADate &date) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
getInterest(int cashFlowIndex) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
getInterestAccrualDate(void) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
getPeriodicTimeToFlow(int cashFlowIndex) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
getPrincipal(int cashFlowIndex) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
getRedemption(void) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
getSettlementDate(void) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
getTimeToFlow(int cashFlowIndex) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
getTotalCashFlow(int cashFlowIndex) const =0com::ftlabs::fisa::calc::Calculator [pure virtual]
YieldConvergable(void)com::ftlabs::fisa::calc::YieldConvergable [inline, protected]
~AbstractCalculator(void)com::ftlabs::fisa::calc::AbstractCalculator [virtual]
~Calculator(void)com::ftlabs::fisa::calc::Calculator [inline, virtual]
~CashFlowSchedule(void)com::ftlabs::fisa::calc::CashFlowSchedule [inline, virtual]
~YieldConvergable(void)com::ftlabs::fisa::calc::YieldConvergable [inline, virtual]
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