com::ftlabs::fisa::calc::AbstractCalculator Class Reference

#include <AbstractCalculator.h>

Inheritance diagram for com::ftlabs::fisa::calc::AbstractCalculator:

List of all members.

Public Member Functions
virtual	~AbstractCalculator (void)
Protected Member Functions
	AbstractCalculator (void)
double	calculateTotalInterestFlows (void) const throw ( com::ftlabs::fisa::calc::CalculationException )
	A convenience method to total all interest cashflows between the settlement to redemption period.
Static Protected Member Functions
static double	calculateMPCIPrice (double yield, double redemptionValue, double interestRate, int interestFrequency, int remainingPeriods, double aif, double df, double fcf, double lcf, double ldf) throw ( com::ftlabs::fisa::calc::CalculationException )
static double	calculateSPSIPrice (double yield, double redemptionValue, double interestRate, int interestFrequency, double aif, double df, double lcf) throw ( com::ftlabs::fisa::calc::CalculationException )
static double	calculateSPSIYield (double price, double redemptionValue, double interestRate, int interestFrequency, double aif, double df, double lcf) throw ( com::ftlabs::fisa::calc::CalculationException )
static double	calculateApproximateYield (double price, double redemptionValue, double interestRate, int interestFrequency, int remainingPeriods)

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Constructor & Destructor Documentation

com::ftlabs::fisa::calc::AbstractCalculator::AbstractCalculator

(

void

)

[protected]

virtual com::ftlabs::fisa::calc::AbstractCalculator::~AbstractCalculator

(

void

)

[virtual]

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Member Function Documentation

static double com::ftlabs::fisa::calc::AbstractCalculator::calculateMPCIPrice	(	double	yield,
		double	redemptionValue,
		double	interestRate,
		int	interestFrequency,
		int	remainingPeriods,
		double	aif,
		double	df,
		double	fcf,
		double	lcf,
		double	ldf
	)			throw ( com::ftlabs::fisa::calc::CalculationException ) [static, protected]

static double com::ftlabs::fisa::calc::AbstractCalculator::calculateSPSIPrice	(	double	yield,
		double	redemptionValue,
		double	interestRate,
		int	interestFrequency,
		double	aif,
		double	df,
		double	lcf
	)			throw ( com::ftlabs::fisa::calc::CalculationException ) [static, protected]

static double com::ftlabs::fisa::calc::AbstractCalculator::calculateSPSIYield	(	double	price,
		double	redemptionValue,
		double	interestRate,
		int	interestFrequency,
		double	aif,
		double	df,
		double	lcf
	)			throw ( com::ftlabs::fisa::calc::CalculationException ) [static, protected]

static double com::ftlabs::fisa::calc::AbstractCalculator::calculateApproximateYield	(	double	price,
		double	redemptionValue,
		double	interestRate,
		int	interestFrequency,
		int	remainingPeriods
	)			[static, protected]

double com::ftlabs::fisa::calc::AbstractCalculator::calculateTotalInterestFlows

(

void

)

const throw ( com::ftlabs::fisa::calc::CalculationException ) [protected, virtual]

A convenience method to total all interest cashflows between the settlement to redemption period.

Returns:

The total interest cashflows between the settlement to redemption period.

Implements com::ftlabs::fisa::calc::Calculator.

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The documentation for this class was generated from the following file:

• C:/Development/FTL/c++/FISA/FISA/AbstractCalculator.h

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